We built a full-duplex high-speed optical wireless communication (OWC) system based on high-bandwidth micro-size devices, for which micro-LED and VCSEL arrays are implemented to establish downlink and uplink, respectively. The high-capacity downlink based on a single-pixel quantum dot (QD) micro-LED can reach a data rate of 2.74 Gbps with adaptive orthogonal frequency division multiplexing (OFDM). VCSEL-based line-of-sight (LOS) and non-line-of-sight (NLOS) uplinks are designed with lens-free receiving functions for a 2.2-m communication distance. Experimental results have been demonstrated and confirmed that both downlink and uplinks are capable of providing sufficient bandwidth for a multi-gigabit OWC. Besides, the lens-free uplink receiver can alleviate requirements for aligning and improve the mobility of the transmitter. The VCSELs implemented for both systems work with low driving currents of 140-mA and 190-mA under consideration of the human eye safety. For non-return-to-zero on-off keying (NRZ-OOK), both uplinks can achieve 2.125 Gbps with bit-error-rate (BER) lower than the forward error correction (FEC) threshold of 3.8×10-3 for Ethernet access.