We reviewed multi-wavelength blazars variability and detection of quasi-periodic oscillations on intra-day timescales. The variability timescale from few minutes to up to less than a days is commonly known as intra-day variability. These fast variations are extremely useful to constrain the size of emitting region, black hole mass estimation, etc. It is noticed that in general blazars show intra-day variability in the complete electromagnetic spectrum. But some class of blazars either do not show or show very little intra-day variability in a specific band of electromagnetic spectrum. Blazars show rarely quasi-periodic oscillations in time series data in optical and X-ray bands. Other properties and emission mechanism of blazars are also briefly discussed.
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