Ultra-broadband optoelectronic devices are key components for optical fiber transmission and processing signals in next-generation wireless communications and advanced electronics systems. The interactions between photons, electrons, and electromagnetic fields are the fundamental problems to determine performance of broadband optoelectronic devices. In this article, our recent progresses in ultra-wideband photo-detectors and electro-optic modulators are introduced to share key technical solutions of such problems to improve the device performance.