Compared to the traditional chemical process, the direct application of natural minerals has captured numerous attention because of a series of merits, such as low cost, rich resources, and so forth. Fascinated by the considerable chemical properties and interlayer distances, carbon materials have been widely applied in energy storage systems (ESSs). As the richest mineral, coal is always used as the fuel, accompanying with inferior values. Fascinatingly, significant carbon materials with different internal structures and morphologies could be prepared using coal and coal tar pitch (CTP), triggering plenty of research activities on "short-process" application of coal-based materials. Interestingly, based on the rank of coal, it could be divided into lignite, anthracite, and bituminous, which exhibited different energy storage functions. Moreover, the existence of trace metal elements enables it to be designed as catalysts. The use of coal-based materials in alkali ion batteries (lithium-/sodium-/potassium-ion batteries), Zn−air batteries, and supercapacitors is reviewed herein. The relative applications of various kinds of precursors (coal powder, CTP, and coal) in ESSs are summarized in detail, and the limitations of coal-based materials are further discussed in depth. This review is expected to offer insights about their developments in future, while shedding light on the challenges in using coal-based electrodes and their solutions.