This thesis reports on the development of new types of nanoscale optical light sources driven by free-electrons and on the investigation of the underpinning physical phenomena. It is focused on three types of nanoscale light sources with increasing degree of complexity: a nanoscale antenna, an undulator-based tuneable nanoscale light source and a metamaterial-based spatially coherent light source. I have demonstrated for the first time that a nanoscale Hertzian antenna can be driven by free-electrons. The studied nano-antennas consisting of pair of gold nano-rods spaced by a gap resemble conventional radio dipole antennas. Nanoantennas, driven by electron beam produce emission in the visible part of the spectrum. I show that these nanoantennas are most efficiently fed in the region of closest proximity between their two elements, in particular, where the light density of states reaches a maximum. I have developed for the first time a tuneable nanoscale light source driven by free-electrons, the light-well. Alike a free-electron laser that exploits magnet-based undulators, the light-well is based on a nanoscale undulator, a cylindrical channel through alternating metal-dielectric nano-layers. A fast electron propagating through the channel emit light at the wavelength linked to the electron energy and the period of the undulator, thus allowing for a continuous tuning of the output radiation. It has been achieved a 200 nm tunability range in the vis-NIR range at wavelengths between 750 and 950 nm with light at the level of 200W/cm2. Furthermore, I have performed a comprehensive numerical analysis of the light-well by modeling a free electron propagating in the undulator which has lead to a deeper understanding of its physical mechanisms. I demonstrate for the first time an electron-beam driven metamaterial light source that converts the kinetic energy of tree-electrons into spatially coherent optical radiation. It is based on a fundamentally new radiation phenomenon: the injection of free electrons into the metamaterial leads to a directed light emission that comes from synchronized plasmonic oscillations of the ensemble of metamolecules, the individual building blocks of the nanostructure. The effect results from the synchronizing interactions between the metamolecules leading to the spectrum narrowing with the increasing number of metamolecules involved. Depending on the type of metamaterial used I observed emission of narrow-divergent radiation in the visible range from 640 to 760 nm. These results - in principle - demonstrate an alternative to the laser, a threshold-free way of generating spatially coherent and spectrally narrow electromagnetic radiation.