Terahertz (THz) technology plays a significant role in basic research and industrial applications. However, the wide application of it is still limited by efficient and compact THz sources, especially in the 0.5-2.0 THz band. Currently, researchers have adopted various technologies to generate THz radiations, in which the optical-based methods are the most important means. In this paper, first , for the THz pulse and continuous waves, the THz radiation generation mechanism based on the photoconductivity effect and nonlinear optical difference frequency are summarized with the application of micro-nano optical structures to improve the conversion efficiency from the pump light to THz radiation. Then, two enhancement situations of the metal nano-optical antenna by enhancing the local electric field of the pump light to improve the THz radiation efficiency, and the metal nano-optical antenna as the THz radiation source are analyzed. Finally, the use of other optical micro-nanostructures in the generation of THz radiation have been outlooked, especially the enhancement effect of novel physical phenomena, such as Mie resonance, non-radiative mode and bound state in the continuous domain supported by all-dielectric optical antennas.