Quantum dot sensitized solar cell (QDSSC) has been considered as a promising candidate for the low-cost third-generation photovoltaics due to the unique optoelectronic properties of quantum dot light absorbers. Over the past years, QDSSCs have witnessed tremendous progress with a rapid rising of the power conversion efficiency from sub-5% in 2010 to 11.6% in 2016. Herein, we present a comprehensively review on the recent progresses in QDSSCs with an emphasis on the design and fabrication of three-dimensional (3D) nanostructured electrodes for efficient photoanodes and counter electrodes (CEs). By increasing QD loading at photoanode and catalyst loading at CEs, enlarging solid-liquid interface to reduce charge transfer resistance, facilitating charger transport and mass transfer, and enhancing the light harvesting, 3D nanostructured electrodes have demonstrated their promising potentials for the construction of efficient photoanodes and CEs. Together with the efforts on the surface engineering to inhibit the interfacial charge recombination and the exploration of efficient quantum dot absorbers and electrolytes, such 3D nanostructured photoanodes and CEs will open up great opportunities to achieve high-performance QDSSCs with industrially appealing PCEs and stability for practical applications.