We propose some new schemes to constitute two-dimensional (2D) array of multi-well optical dipole traps for cold atoms (or molecules) by using an optical system consisting of a binary 'pi'-phase grating and a 2D array of rectangle microlens. We calculate the intensity distribution of each optical well in 2D array of multi-well traps and its geometric parameters and so on. The proposed 2D array of multi-well traps can be used to form novel 2D optical lattices with cold atoms (or molecules), and form various novel optical crystals with cold atoms (or molecules), or to perform quantum computing and quantum information processing on an atom chip, even to realize an array of all-optical multi-well atomic (or molecular) Bose-Einstein condensates (BECs) on an all-optical integrated atom (or molecule) chip.