As newly emerged 2D layered transition metal carbides or carbonitrides, MXenes have attracted growing attention in energy conversion and storage applications due to their exceptional high electronic conductivity, ample functional groups (e.g., -OH, -F, -O), desirable hydrophilicity, and superior dispersibility in aqueous solutions. The significant advantages of MXenes enable them to be intriguing structural units to engineer advanced MXene-based nanocomposites for electrochemical storage devices with remarkable performances. Herein, this review summarizes the current advances of MXene-based materials for energy storage (e.g., supercapacitors, lithium ion batteries, and zinc ion storage devices), in which the fabrication routes and the special functions of MXenes for electrode materials, conductive matrix, surface modification, heteroatom doping, crumpling, and protective layer to prevent dendrite growth are highlighted. Additionally, given that MXene are versatile for self-assembling into specific configuration with geometric flexibility, great efforts about methodologies (e.g., vacuum filtration, mask-assisted filtration, screen printing, extrusion printing technique, and directly writing) of patterned MXene-based composite film or MXene-based conductive ink for fabricating more types of energy storage device were also discussed. Finally, the existing challenges and prospects of MXene-based materials and growing trend for further energy storage devices are also presented.