Non-enzymatic electrochemical sensors that use functional materials to directly catalyze glucose have shown great promise in diabetes management, food control, and bioprocess inspection owing to the advantages of high sensitivity, long-term stability, and low cost. Recently, in order to produce enhanced electrochemical behavior, significant efforts have been devoted to the preparation of functional materials with regular nanostructure, as it provides high specific surface area and well-defined strong active sites for electrochemical sensing. However, the structure-performance correlation in this field has not been reviewed thoroughly in the literature. This review aims to present a comprehensive report on advanced zero- to three-dimensional nanostructures based on the geometric feature and to discuss in depth their structural effects on enzyme-free electrochemical detection of glucose. It starts by illustrating the sensing principles of nanostructured materials, followed by a detailed discussion on the structural effects related to the features of each dimension. The structure-performance correlation is explored by comparing the performance derived from diverse dimensional architectures, which is beneficial for the better design of regular nanostructure to achieve efficient enzyme-free sensing of glucose. Finally, future directions of non-enzymatic electrochemical glucose sensors to solve emerging challenges and further improve the sensing performance are also proposed.