Wind energy is a kind of renewable and widely distributed energy and has attracted more and more attention from researchers in both energy harvesting and sensing fields. Here, micro/nano-wind energy harvesters and sensors have been systematically reviewed. Based on the fundamental wind energy harvesting principle, the windmill-based and aeroelastic harvesters are analyzed at first. On this basis, four kinds of energy harvesters for converting wind energy of different regions and scales have been compared and summarized. An electromagnetic energy harvester is exploited to scavenge macro-scale wind energy, while piezoelectric, electrostatic and triboelectric energy harvesters are applied to collect micro-scale wind energy. In addition, several micro/nano-wind sensors have also been surveyed. Passive wind sensors are exploited and improved to realize high precision and multi-functionality, while active wind sensors and self-powered sensing systems are used for wireless and intelligent wind information monitoring. Finally, the existing challenges and future perspectives in both micro/nano-wind energy harvesters and sensors have been discussed.