The goal of this critical review is to explain why the safety problem raised by the lithium batteries must be considered. The performance of the batteries with different chemistries is compared and analyzed, with emphasis on the safety aspects, in addition to the electrochemical properties of the cells. Problems encountered with cathode materials (layered compounds, spinel and olivine), anode materials (graphite and lithium titanate), electrolytes, lithium salts, and separators are pointed out. In this critical review, we also discuss the place of the lithium batteries in the context of sustainable energies (electric vehicles, smart grid).