With the depletion of fossil fuels and the pollution of environment, it is urgent to develop renewable energy technologies to replace the traditional fossil fuels and satisfy the environmental needs. Nanofiberous materials (NFMs) have been widely used in electrochemical energy storage devices in recent years and considered to be promising candidates to address these critical issues because of their excellent properties, such as extremely large surface area, high length/diameter ratio, good flexibility, high porosity, and multiple functionalities. Electrospinning is a particularly low cost, simple, and versatile method to produce nanofibers from various kinds of materials, and the improved coaxial electrospinning can fabricate nanotubes and core/shell structural nanofibers. This review highlights research into the use of electrospinning to create nanofibers for the applications in energy-related devices, mainly including dye-sensitized solar cells, fuel cells, lithium-ion batteries, lithium-sulfur batteries, sodium-ion batteries, and supercapacitors. Additionally, the application of NFMs derived from electrospinning in other areas, such as hydrogen storage and lithium-air batteries, are also discussed. At last, the limitations and future prospects for large-scale applications of NFMs by electrospinning are proposed.