With the urgent demand for the achievement of carbon neutrality, novel nanomaterials, and environmentally friendly nanotechnologies are constantly being explored and continue to drive the sustainable development of energy storage and conversion installations. Among various candidate materials, metal‐organic frameworks (MOFs) and their derivatives with unique nanostructures have attracted increasing attention and intensive investigation for the construction of next generation electrode materials, benefitting from their unique intrinsic characteristics such as large specific surface area, high porosity, and chemical tunability as well as the interconnected channels. Nevertheless, the poor electrochemical conductivity severely limits their application prospects, hence a variety of nanocomposites with multifarious structures have been designed and proposed from different dimensionalities. In this review, recent advances based on MOFs and their derivatives in different dimensionalities ranging from 1D nanopowders to 2D nanofilms and 3D aerogels, as well as 4D self‐supporting electrodes for supercapacitors are summarized and highlighted. Furthermore, the key challenges and perspectives of MOFs and their derivatives‐based materials for the practical and sustainable electrochemical energy conversion and storage applications are also briefly discussed, which may be served as a guideline for the design of next‐generation electrode materials from different dimensionalities.