Astronomical spectroscopy allows detection of exoplanets and their atmospheres, and gives insights into variability of physical constants. Astronomical spectrographs require suitable wavelength reference to provide precise and accurate measurements. Laser frequency combs have been recognised as an invaluable tool in spectrograph calibration. This thesis reports on the development and on-site test of two laser frequency combs operating in the near-infrared wavelength range. Both systems, the electro-optic frequency comb and Kerr frequency comb, are based on technologies providing directly high repetition rate (>10 GHz) operation and a calibration precision at the level of tens of cm/s. Furthermore, a novel technique for frequency comb generation in the visible wavelength range is demonstrated, which relies on triple-sum frequency generation in a nonlinear optical waveguide. This thesis contributes to the development of astronomical spectroscopy by offering perspectives for the improvement of existing and future extreme precision astronomical spectrographs.