We discuss the possibility that, besides the usual gravitational lensing, there may exist a sort of gravitational waveguiding in cosmology which could explain some anomalous phenomena which cannot be understood by the current gravitational lensing models as the existence of "brothers" objects having different brilliancy but similar spectra and redshifts posed on the sky with large angular distance. Furthermore, such a phenomena could explain the huge luminosities coming from quasars using the cosmological structures as selfoc-type or planar waveguide. We describe the gravitational waveguide theory and then we discuss possible realizations in cosmology.