In recent years, hierarchically porous polymer membranes (HPPMs) have emerged as promising materials for a wide range of applications, including filtration, separation, and energy storage. These membranes are distinguished by their multiscale porous structures, comprising macro-, meso-, and micropores. The multiscale structure enables optimizing the fluid dynamics and maximizing the surface areas, thereby improving the membrane performance. Advances in fabrication techniques such as electrospinning, phase separation, and templating have contributed to achieving precise control over pore size and distribution, enabling the creation of membranes with properties tailored to specific uses. In filtration systems, these membranes offer high selectivity and permeability, making them highly effective for the removal of contaminants in environmental and industrial processes. In electrochemical energy storage systems, the porous membrane architecture enhances ion transport and charge storage capabilities, leading to improved performance in batteries and supercapacitors. This review highlights the recent advances in the preparation methods for hierarchically porous structures and their progress in electrochemical energy storage applications. It offers valuable insights and references for future research in this field.