Four years of observations with the Fermi Large Area Telescope (LAT) have revolutionized our knowledge of the gamma-ray pulsar population, leading to the discovery of over 40 millisecond pulsars (MSPs) by combining with deep radio observations. With this growing number of gamma-ray emitting MSPs and by combining multi-wavelength observing facilities, it is now possible to study their properties as a population. One of the successes of the LAT is the discovery of radio-quiet gamma-ray MSP candidates and this opens a new window to study pulsars. Although radio-quiet gamma-ray MSPs are predicted by theories, they are observationally challenging. By combining X-ray and optical data, we have discovered the first candidate 2FGL J2339.6-0532.

With a similar approach, a number of candidates have been found and they are all related to a population of black widow-type binary MSPs. In this presentation, we will discuss our new Suzaku and JVLA follow-up observations of 2FGL J2339.6-0532 and the implications of the results for understanding the nature of the system. We will also present the initial results of our multi-wavelength campaign for searching radio-quiet gamma-ray MSPs by using the Palomar Transient Factory.