Promoting the use of renewable energy sources has become an important policy strategy for mitigating climate change and for providing better energy security and financial sustainability. To overcome the problems generated by non-renewable energy sources, it is essential to use new energy sources. A literature review was conducted to investigate and understand the opportunities for implementing new renewable energy sources. Agricultural residues have great potential to receive significant consideration worldwide as an alternative, sustainable, and green energy source. The use of agricultural residues for bioenergy generation is a broad and favourable scenario for exploration. This review identified potential and almost unexplored research approaches with the aim of contributing and promoting researchers to deliver technological solutions for the society and industrial sectors. For example, a potentially promising technological solution would be for industries that produce machinery and agricultural implements to adapt their harvesters for different grain crops, to collect these agricultural residues simultaneously during harvest and readily perform granulation, compaction (pressing), pelletizing or briquetting directly on the property. Further studies are required to investigate the use of agricultural residues for bioenergy generation, which can contribute to the diversification of the energy matrix. Accordingly, in this review, several challenges and future research perspectives have been presented, such as suggestions for future research on how to collect, transport, process, market and use these agricultural residues to generate bioenergy, aiming at reducing the dependence on fossil fuels.