The concept of randomness plays an important part in many disciplines. On the one hand, the question of whether random processes exist is fundamental for our understanding of nature. On the other, randomness is a resource for cryptography, algorithms and simulations. Standard methods for generating randomness rely on assumptions about the devices that are often not valid in practice. However, quantum technologies enable new methods for generating certified randomness, based on the violation of Bell inequalities. These methods are referred to as device-independent because they do not rely on any modelling of the devices. Here we review efforts to design device-independent randomness generators and the associated challenges.