Phosphorus compounds, such as metal phosphides and phosphates have shown excellent performances and great potential in electrochemical energy storage, which are demonstrated by research works published in recent years. Some of these metal phosphides and phosphates and their hybrids compare favorably with transition metal oxides/hydroxides, which have been studied extensively as a class of electrode materials for supercapacitor applications, where they have limitations in terms of electrical and ion conductivity and device stability. To be specific, metal phosphides have both metalloid characteristics and good electric conductivity. For metal phosphates, the open-framework structures with large channels and cavities endow them with good ion conductivity and charge storage capacity. In this review, we present the recent progress on metal phosphides and phosphates, by focusing on their advantages/disadvantages and potential applications as a new class of electrode materials in supercapacitors. The synthesis methods to prepare these metal phosphides/phosphates are looked into, together with the scientific insights involved, as they strongly affect the electrochemical energy storage performance. Particular attentions are paid to those hybrid-type materials, where strong synergistic effects exist. In the summary, the future perspectives and challenges for the metal phosphides, phosphates and hybrid-types are proposed and discussed.