Micro/nanostructured spherical materials have been widely explored for electrochemical energy storage due to their exceptional properties, which have also been summarized based on electrode type and material composition. The increased complexity of spherical structures has increased the feasibility of modulating their properties, thereby improving their performance compared with simple spherical structures. This paper comprehensively reviews the synthesis and electrochemical energy storage applications of micro/nanostructured spherical materials. After a brief classification, the concepts and syntheses of micro/nanostructured spherical materials are described in detail, which include hollow, core-shelled, yolk-shelled, double-shelled, and multi-shelled spheres. We then introduce strategies classified into hard-, soft-, and self-templating methods for synthesis of these spherical structures, and also include the concepts of synthetic methodologies. Thereafter, we discuss their applications as electrode materials for lithium-ion batteries and supercapacitors, and sulfur hosts for lithium–sulfur batteries. The superiority of multi-shelled hollow micro/nanospheres for electrochemical energy storage applications is particularly summarized. Subsequently, we conclude this review by presenting the challenges, development, highlights, and future directions of the micro/nanostructured spherical materials for electrochemical energy storage.