An abstract mathematical concept of fractal organization of certain complex objects received significant attention in astrophysics during last decades. The concept evolved into a broad field including multi-fractality and intermittency, percolation theory, self-organized criticality, theory of catastrophes, etc. Such a strong mathematical and physical approach provide new possibilities for exploring various aspects of astrophysics. In particular, in the solar and stellar magnetism, multi-fractal properties of magnetized plasma turned to be useful for understanding burst-like dynamics of energy release events, conditions for turbulent dynamo action, nature of turbulent magnetic diffusivity, and even the dual nature of solar dynamo. In this talk, I will briefly outline how the ideas of multi-fractality are used to explore the above mentioned aspects of solar magnetism.