A multi-dimensional crest factor reduction (MD-CFR) technique is proposed to improve the performance and efficiency of multi-band radio-over-fiber (RoF) links. Cooperating with multi-dimensional digital predistortion (MD-DPD), MD-CFR increases the performance of both directly-modulated and externally-modulated RoF links, in terms of error vector magnitude (EVM) and adjacent channel power ratio (ACPR). For directly-modulated RoF link, more than 5 dB output ACPR reduction is obtained, output EVMs are reduced from 11.83% and 12.47% to 7.51% and 7.26% for two bands respectively, while only a slight improvement to 11.58% and 10.78% is obtained solely using MD-DPD. Similar results are achieved in externally-modulated RoF link. Given a threshold in EVM or ACPR, the RF power transmit efficiency is also further enhanced.