With the development of renewable energy and electrified transportation, electrochemical energy storage will be more urgent in the future. Supercapacitors have received extensive attention due to their high power density, fast charge and discharge rates, and long‐term cycling stability. During past five years, supercapacitors have been boomed benefited from the development of nanostructured materials synthesis and the promoted innovation of devices construction. In this review, we have summarized the current state‐of‐the‐art development on the fabrication of high‐performance supercapacitors. From the electrode material perspective, a variety of materials have been explored for advanced electrode materials with smart material‐design strategies such as carbonaceous materials, metal compounds and conducting polymers. Proper nanostructures are engineered to provide sufficient electroactive sites and enhance the kinetics of ion and electron transport. Besides, new‐concept supercapacitors have been developed for practical application. Microsupercapacitors and fiber supercapacitors have been explored for portable and compact electronic devices. Subsequently, we have introduced Li‐/Na‐ion supercapacitors composed of battery‐type electrodes and capacitor‐type electrode. Integrated energy devices are also explored by incorporating supercapacitors with energy conversion systems for sustainable energy storage. In brief, this review provides a comprehensive summary of recent progress on electrode materials design and burgeoning devices constructions for high‐performance supercapacitors.