Metal‐organic frameworks (MOFs) have emerged as a promising material with unique features such as diverse composition, high porosity, tunable pore structure, and versatile functionality. These characteristics have attracted significant research interest in photochemical and electrochemical energy conversion and storage (ECS). However, the utilization of pristine MOFs in ECS is still hindered by their limited conductivity and functionality. Recently, the integration of MOFs with functional materials has been studied intensively to surmount the deficiencies of pristine MOFs while maintaining their original advantages. The MOFs act as the essential active species, or as supports to accommodate and stabilize these materials. The incorporation can deliver synergistic effects and enhance the properties of MOFs, thus greatly improving their efficiency and stability in ECS. The favorable nanostructures of MOF composites with different dimensionalities including 0D, 1D, 2D, and 3D can further enrich their structural diversity. Their advanced nanostructures contribute greatly to the enhanced structural robustness, exposure of active sites, and mass/electron transport, which are promising for practical ECS. In this review, recent progress in the rational design of MOF composites with different dimensionalities is summarized. The extensive applications of MOF composites for ECS systems are also discussed for elucidating their advantages, challenges, and prospects.