Runaway, massive stars produce bow-shocks in the interstellar medium. The thermal emission from these bow-shocks is usually observed at IR wavelengths. However, these bow-shocks are also suitable for the acceleration of relativistic particles, but the detection of their predicted high-energy emission remains elusive. So far only the non-thermal radio emission from the bow-shock of BD+43°3654 has been detected. In this talk we review the basics of the non-thermal physics that take place in stellar bow-shocks, and present a radiative model that takes into account the spatial structure of the emitting region. The model predicts the evolution and the emission of the relativistic particles accelerated along the bow-shock. We apply this model to the specific case of BD+43°3654 and show a good agreement between synthetic and observed radio-cm synchrotron maps. We also provide updated predictions of the expected X-ray and gamma-ray luminosities. Finally, we discuss the non-thermal broadband spectral energy distributions for different generic scenarios. By means of a simplified, one-zone model approximation, we can infer how the different stellar and ambient parameters affect the luminosity of the different processes. In this way we can efficiently assess future surveys that look for non-thermal emission from stellar bow-shocks across the electromagnetic spectrum.