Simultaneously improving the energy density and power density of electrochemical energy storage systems is the ultimate goal of electrochemical energy storage technology. An effective strategy to achieve this goal is to take advantage of the high capacity and rapid kinetics of electrochemical proton storage to break through the power limit of batteries and the energy limit of capacitors. This article aims to review the research progress on the physicochemical properties, electrochemical performance, and reaction mechanisms of electrode materials for electrochemical proton storage. According to the different charge storage mechanisms, the surface redox, intercalation, and conversion materials are classified and introduced in detail, where the influence of crystal water and other nanostructures on the migration kinetics of protons is clarified. Several reported advanced full cell devices are summarized to promote the commercialization of electrochemical proton storage. Finally, this review provides a framework for research directions of charge storage mechanism, basic principles of material structure design, construction strategies of full cell device, and goals of practical application for electrochemical proton storage.