This review highlights recent advances in machine learning (ML)‐assisted design of energy materials. Initially, ML algorithms were successfully applied to screen materials databases by establishing complex relationships between atomic structures and their resulting properties, thus accelerating the identification of candidates with desirable properties. Recently, the development of highly accurate ML interatomic potentials and generative models has not only improved the robust prediction of physical properties, but also significantly accelerated the discovery of materials. In the past couple of years, ML methods have enabled high‐precision first‐principles predictions of electronic and optical properties for large systems, providing unprecedented opportunities in materials science. Furthermore, ML‐assisted microstructure reconstruction and physics‐informed solutions for partial differential equations have facilitated the understanding of microstructure–property relationships. Most recently, the seamless integration of various ML platforms has led to the emergence of autonomous laboratories that combine quantum mechanical calculations, large language models, and experimental validations, fundamentally transforming the traditional approach to novel materials synthesis. While highlighting the aforementioned recent advances, existing challenges are also discussed. Ultimately, ML is expected to fully integrate atomic‐scale simulations, reverse engineering, process optimization, and device fabrication, empowering autonomous and generative energy system design. This will drive transformative innovations in energy conversion, storage, and harvesting technologies.