Over the past decades, the application of new hybrid materials in energy storage systems has seen significant development. The efforts have been made to improve electrochemical performance, cyclic stability, and cell life. To achieve this, attempts have been made to modify existing electrode materials. This was achieved by using nano-scale materials. A reduction of size enabled an obtainment of changes of conductivity, efficient energy storage and/or conversion (better kinetics), emergence of superparamagnetism, and the enhancement of optical properties, resulting in better electrochemical performance. The design of hybrid heterostructures enabled taking full advantage of each component, synergistic effect, and interaction between components, resulting in better cycle stability and conductivity. Nowadays, nanocomposite has ended up one of the foremost prevalent materials with potential applications in batteries, flexible cells, fuel cells, photovoltaic cells, and photocatalysis. The main goal of this review is to highlight a new progress of different hybrid materials, nanocomposites (also polymeric) used in lithium-ion (LIBs) and sodium-ion (NIBs) cells, solar cells, supercapacitors, and fuel cells and their electrochemical performance.