Electrode materials play a decisive role in almost all electrochemical energy storage devices, determining their overall performance. Proper selection, design and fabrication of electrode materials have thus been regarded as one of the most critical steps in achieving high electrochemical energy storage performance. As an advanced nanotechnology for thin films and surfaces with conformal interfacial features and well controllable deposition thickness, atomic layer deposition (ALD) has been successfully developed for deposition and surface modification of electrode materials, where there are considerable issues of interfacial and surface chemistry at atomic and nanometer scale. In addition, ALD has shown great potential in construction of novel nanostructured active materials that otherwise can be hardly obtained by other processing techniques, such as those solution‐based processing and chemical vapor deposition (CVD) techniques. This review focuses on the recent development of ALD for the design and delivery of advanced electrode materials in electrochemical energy storage devices, where typical examples will be highlighted and analyzed, and the merits and challenges of ALD for applications in energy storage will also be discussed.