With the ever-growing energy storage notably due to the electric vehicle market expansion and stationary applications, one of the challenges of lithium batteries lies in the cost and environmental impacts of their manufacture. The main process employed is the solvent-casting method, based on a slurry casted onto a current collector. The disadvantages of this technique include the use of toxic and costly solvents as well as significant quantity of energy required for solvent evaporation and recycling. A solvent-free manufacturing method would represent significant progress in the development of cost-effective and environmentally friendly lithium-ion and lithium metal batteries. This review provides an overview of solvent-free processes used to make solid polymer electrolytes and composite electrodes. Two methods can be described: heat-based (hot-pressing, melt processing, dissolution into melted polymer, the incorporation of melted polymer into particles) and spray-based (electrospray deposition or high-pressure deposition). Heat-based processes are used for solid electrolyte and electrode manufacturing, while spray-based processes are only used for electrode processing. Amongst these techniques, hot-pressing and melt processing were revealed to be the most used alternatives for both polymer-based electrolytes and electrodes. These two techniques are versatile and can be used in the processing of fillers with a wide range of morphologies and loadings.