Energy transfer in small nano-sized systems can be very different from that in their macroscopic counterparts due to reduced dimensionality, interaction with surfaces, disorder, and large fluctuations. Those ingredients may induce non-diffusive heat transfer that requires to be taken into account on small scales. We provide an overview of the recent advances in this field from the points of view of nonequilibrium statistical mechanics and atomistic simulations. We summarize the underlying basic properties leading to violations of the standard diffusive picture of heat transport and its universal features, with some historical perspective. We complete this scenario by illustrating also the effects of long-range interaction and integrability on non-diffusive transport. Then we discuss how all of these features can be exploited for thermal management, rectification and to improve the efficiency of energy conversion. We conclude with a review on recent achievements in atomistic simulations of anomalous heat transport in single polymers, nanotubes and two-dimensional materials. A short account of the existing experimental literature is also given.