The review is devoted to the principles, state of the art and problems of diffractive optics used to focus X-ray and γ-radiation in telescopes at orbital stations. Various multilayer structures for normal incidence telescopes, supermirrors for Wolter optics, Laue lens as a soft γ-radiation concentrator, as well as modified Fresnel zone plates for focusing radiation in a wide energy range with an unprecedented high angular resolution (10-1-10-3''). Keywords: X-ray and γ-radiation, X-ray and γ-telescopes, diffraction, multilayer structures, Laue lens, Fresnel zone plates.