With global concerns about the shortage of fossil fuels and environmental issues, the development of efficient and clean energy storage devices has been drastically accelerated. Nanofibers are used widely for energy storage devices due to their high surface areas and porosities. Electrospinning is a versatile and efficient fabrication method for nanofibers. In this review, we mainly focus on the application of electrospun nanofibers on energy storage, such as lithium batteries, fuel cells, dye-sensitized solar cells and supercapacitors. The structure and properties of nanofibers are also summarized systematically. The special morphology of nanofibers prepared by electrospinning is significant to the functional materials for energy storage.