In this paper, I present a general discussion of several astrophysical processes likely to play a role in the production of non-thermal emission in massive stars, with emphasis on massive binaries. Even though the discussion will start in the radio domain where the non-thermal emission was first detected, the census of physical processes involved in the non-thermal emission from massive stars shows that many spectral domains are concerned, from the radio to the very high energies.First, the theoretical aspects of the non-thermal emission from early-type stars will be addressed. The main topics that will be discussed are respectively the physics of individual stellar winds and their interaction in binary systems, the acceleration of relativistic electrons, the magnetic field of massive stars, and finally the non-thermal emission processes relevant to the case of massive stars. Second, this general qualitative discussion will be followed by a more quantitative one, devoted to the most probable scenario where nonthermal radio emitters are massive binaries. I will show how several stellar, wind and orbital parameters can be combined in order to make some semiquantitative predictions on the high-energy counterpart to the non-thermal emission detected in the radio domain.These theoretical considerations will be followed by a census of results obtained so far, and related to this topic. These results concern the radio, the visible, the X-ray and the γ-ray domains. Prospects for the very high energy γ-ray emission from massive stars will also be addressed. Two particularly interesting examples -one O-type and one Wolf-Rayet binary -will be considered in details. Finally, strategies for future developments in this field will be discussed.