Manganese dioxide (MnO2) nanomaterials have shown excellent performance in catalytic degradation and other fields because of their low density and great specific surface area, as well as their tunable chemical characteristics. However, the methods used to synthesize MnO2 nanomaterials greatly affect their structures and properties. Therefore, the present work systematically illustrates common synthetic routes and their advantages and disadvantages, as well as examining research progress relating to electrochemical applications. In contrast to previous reviews, this review summarizes approaches for preparing MnO2 nanoparticles and describes their respective merits, demerits, and limitations. The aim is to help readers better select appropriate preparation methods for MnO2 nanomaterials and translate research results into practical applications. Finally, we also point out that despite the significant progress that has been made in the development of MnO2 nanomaterials for electrochemical applications, the related research remains in the early stages, and the focus of future research should be placed on the development of green synthesis methods, as well as the composition and modification of MnO2 nanoparticles with other materials.