Hallo everyone 
First of all, please forgive my bad english i'm not a native speaker. :
I'm a newbie with arduino and i would like to know, if there is a way to controll a device (LED, servo or anything else) wirelessly with an arduino board.
What i want to do, is to use my arduino Uno Board to send/receive instructions to/from different devices wirelessly, but i don't want to use an arduino board for each remote device because it would be too expensive, so i'm wondering if there is a way to build a wireless system using only one Arduino Board.
I hope i could explain myself correctly and thank you in advance for your answer . 
What are the devices you wish to control.
Without more details , its not possible to answer your question.
Any kind of wireless control needs a transmitter and a receiver at each end.
Have you looked at the ESP-12 or ESP8266 modules? I havent done it but ive heard you can just program these on their own and theyre pretty cheap to use a few. Plus they can use your own wi-fi network
@Mauried I want to controll LEDs, servo Motors and Temperature sensors. For example I want to send the measurements of a Temperature sensor to the arduino Board. Do you have any idea how i can do it ?
@Aprykea no I haven't, i'll do it now. 
Thank you for your answers 
To transmit the value of a temperature sensor, there must be something that can measure the output of the sensor.
So that usually means some kind of Micro.
It doesnt have to be a complete Arduino, but could be a smaller micro like an ATtiny.
A transmitter is also needed.
There are many differant types , but the cheap 433 Mhz ASK transmitters are commonly used.
You will need a corresponding receiver at the Arduino end .
Note that these simple systems are one way only, so only useful where the data flow is one way only.
The ESP modules look more flexible and are 2 way, but you will still need a Micro at both ends.
I think the ESP modules have a small micro-controller built in them which you can program.