The fabrication of a nanostructure with a size of hundreds of nanometers down to sub-20 nm is investigated and demonstrated by e-beam lithography (EBL). The proximity effect influenced by the exposure dose during EBL is explored and analyzed for both pillar and grating patterns with positive and negative photoresist. By good control of the proximity effect and etching process, grating patterns from hundreds of nanometers down to about 20 nm are obtained. Furthermore, a pillar structure with a size down to sub-20 nm is achieved by annealing treatment of the photoresist hydrogen silsesquioxane at 400 °C without any further etching process. These nanostructures show great potential for efficiency enhancement of organic light-emitting diodes (OLEDs). The finite element analysis demonstrates there is the possibility of enhancing the external quantum efficiency of OLEDs peaking at 510 nm by a factor of 1.4. Such a high enhancement factor can only be achieved with finely controlled nanostructures, indicating the importance of size control during nanofabrication.