Sonodynamic therapy (SDT) utilizes ultrasound‐irradiating sonosensitizers to convert ultrasonic vibrations into chemical energy and produce reactive oxygen species (ROS) that cause cell apoptosis or necrosis. SDT demonstrates significant potential in the treatment of deep tumors without normal tissue damage. Rapid advances in the efficacy of SDT have enabled the rational design and construction of novel intelligent sonocatalytic nanoagents (SCNs) with various functions for versatile biomedical applications. Herein, the most recent critical advancements in intelligent SCNs for energy conversion‐based therapies are discussed. Typical SCNs including organic molecules, organic micro‐/nanoparticles, inorganic micro‐/nanoparticles, organic/inorganic hybrids, and piezoelectric materials are introduced and summarized in detail. Furthermore, these intelligent SCNs are designed for different energy conversion‐based therapies such as SDT, SDT‐assisted chemotherapy, SDT‐assisted photodynamic therapy, SDT‐assisted photothermal therapy, SDT‐assisted gas therapy, SDT‐assisted sonoporation from the cell membrane to the blood brain barrier, and high‐intensity focused ultrasound‐based sonothermal therapy. It is believed that this review will provide an overview of the application of intelligent SCNs in sonodynamic therapies to better understand the limitations and challenges of these SCNs and further promote their advancements for a broad range of biomedical applications.