Graphdiyne, a carbon allotrope, was synthesized in 2010 for the first time. It consists of two acetylene bonds between adjacent benzene rings. Graphdiyne and its composites thus exhibit ultrahigh intrinsic electrochemical activities. As “star” electrode materials, they have been utilized for various electrochemical applications. With the aim of giving a full screen of graphdiyne electrochemistry, this review starts from the history of graphdiyne materials, followed by their structural and electrochemical features. Recent progress and achievements in the synthesis of graphdiyne materials and their composites are overviewed. Subsequently, various electrochemical applications of graphdiyne materials and their composites are summarized, covering those in the fields of electrochemical energy conversion, electrochemical energy storage, and electrochemical sensing. The perspectives of graphdiyne electrochemistry are also discussed and outlined.