Reducing or even prohibiting the use of toxic lead in electronic devices has become one of the most cutting-edge topics in various disciplines. The recently proposed phase boundary engineering endows lead-free piezoceramics with comparable performances to that of some lead-based piezoceramics. However, the enhancement in performance hinges on the coexistence of multi-phases and complex domain structures, particularly the occurrence of nano-domains and polar nanoregions (PNRs). Although nano-domains have been significantly studied in lead-based piezoceramics, understanding the nano-domains and PNRs in lead-free piezoceramics is in its infancy and needs a systematic summary and in-depth analysis. Herein, we summarize the nano-domains and PNRs in three representative lead-free piezoceramics (i.e., potassium sodium niobate, barium titanate, and sodium bismuth titanate), focusing on their effects on macro performance. First, we introduce the foundation and tools for the observation of the domains. Then, we summarize the variations in the nano-domains with phase structure, electric field, and temperature, and their effects on performance including piezoelectricity, strain, temperature stability, aging, and fatigue. Finally, we present our perspectives on the future of nano-domains, concentrating on nano-domain engineering. Therefore, this review can help better understand the nano-domains and PNRs in lead-free piezoceramics, and be used for the further development of high-performance lead-free piezoceramics.