Recently, there has been tremendous progress in the development of polymer-based organic solar cells. Polymer-based solar cells have attracted a great deal of attention because they have the potential to be efficient, inexpensive, and solution processable. New materials, nanostructures, device designs, and processing methods have been developed to achieve high device efficiencies. This review focuses on the fabrication techniques of conjugated polymer nanostructures and their applications for organic solar cells. We will first introduce the fundamental knowledge of organic solar cells and emphasize the importance of nanostructures. Then we will discuss different strategies for fabricating conjugated polymer nanostructures, including topics such as polymer nanowires, nanoparticles, block copolymers, layer-by-layer deposition, nanoimprint lithography, template methods, nanoelectrodes, and porous inorganic materials. The effects of the nanostructures on the device performance will also be presented. Efficiencies higher than 10% are expected for polymer-based solar cells by using new materials and techniques.