Because of the great breakthroughs of self‐healing materials in the past decade, endowing devices with self‐healing ability has emerged as a particularly promising route to effectively enhance the device durability and functionality. This article summarizes recent advances in self‐healing materials developed for energy harvesting and storage devices (e.g., nanogenerators, solar cells, supercapacitors, and lithium‐ion batteries) over the past decade. This review first introduces the main self‐healing mechanisms among different materials including insulators, electrical conductors, semiconductors, and ionic conductors. Then, the basic concepts, fabrication techniques, and healing performances of the newly developed self‐healing energy harvesting (nanogenerators and solar cells) and storage (supercapacitors and lithium‐ion batteries) devices are described in detail. Finally, the existing challenges and promising solutions of self‐healing materials and devices are discussed.