Sustainable biomass has attracted a great attention in developing green renewable energy storage devices (e.g., supercapacitors) with low-cost, flexible and lightweight characteristics. Therefore, cellulose has been considered as a suitable candidate to meet the requirements of sustainable energy storage devices due to their most abundant nature, renewability, hydrophilicity, and biodegradability. Particularly, cellulose-derived nanostructures (CNS) are more promising due to their low-density, high surface area, high aspect ratio, and excellent mechanical properties. Recently, various research activities based on CNS and/or various conductive materials have been performed for supercapacitors. In addition, CNS-derived carbon nanofibers prepared by carbonization have also drawn considerable scientific interest because of their high conductivity and rational electrochemical properties. Therefore, CNS or carbonized-CNS based functional materials provide ample opportunities in structure and design engineering approaches for sustainable energy storage devices. In this review, we first provide the introduction and then discuss the fundamentals and technologies of supercapacitors and utilized materials (including cellulose). Next, the efficacy of CNS or carbonized-CNS based materials is discussed. Further, various types of CNS are described and compared. Then, the efficacy of these CNS or carbonized-CNS based materials in developing sustainable energy storage devices is highlighted. Finally, the conclusion and future perspectives are briefly conferred.