Surveys with ground-based Cerenkov telescopes (e.g., HESS, MAGIC, and VERITAS) and space-based gamma-ray detectors (e.g., Fermi, INTEGRAL, and AGILE) have discovered a new class of binary systems that emit luminous gamma-rays. Those binaries usually comprise a stellar-mass compact object in orbit with a massive star and emit broadband radiation with non-thermal spectra peaking beyond 1 MeV, distinguishing them from the well-known X-ray binaries. So far, less than ten such binaries have been found, and only two of them with compact objects have been identified as pulsars. Gamma-ray binaries are unique astrophysical laboratories for studying particle acceleration and physical properties of outflows from compact objects and massive stars. In the talk, I will briefly summarize the basic observational properties of detected gamma-ray binaries, and introduce our recent theoretical studies on the multi-wavelength emission mechanisms of these systems.