Solar radiation is becoming increasingly appreciated because of its influence on living matter and the feasibility of its application for a variety of purposes. It is an available and everlasting natural source of energy, rapidly gaining ground as a supplement and alternative to the nonrenewable energy feedstock. Actually, an increasing interest is involved in the development of efficient materials as the core of photocatalytic and photothermal processes, allowing solar energy harvesting and conversion for many technological applications, including hydrogen production, CO2 reduction, pollutants degradation, as well as organic syntheses. Particularly, photosensitive nanostructured hybrid materials synthesized coupling inorganic semiconductors with organic compounds, and polymers or carbon-based materials are attracting ever-growing research attention since their peculiar properties overcome several limitations of photocatalytic semiconductors through different approaches, including dye or charge transfer complex sensitization and heterostructures formation. The aim of this review was to describe the most promising recent advances in the field of hybrid nanostructured materials for sunlight capture and solar energy exploitation by photocatalytic processes. Beside diverse materials based on metal oxide semiconductors, emerging photoactive systems, such as metal-organic frameworks (MOFs) and hybrid perovskites, were discussed. Finally, future research opportunities and challenges associated with the design and development of highly efficient and cost-effective photosensitive nanomaterials for technological claims were outlined.