Tungsten oxide-based materials have drawn huge attention for their versatile uses to construct various energy storage devices. Particularly, their electrochromic devices and optically-changing devices are intensively studied in terms of energy-saving. Furthermore, based on close connections in the forms of device structure and working mechanisms between these two main applications, bifunctional devices of tungsten oxide-based materials with energy storage and optical change came into our view, and when solar cells are integrated, multifunctional devices are accessible. In this article, we have reviewed the latest developments of tungsten oxide-based nanostructured materials in various kinds of applications, and our focus falls on their energy-related uses, especially supercapacitors, lithium ion batteries, electrochromic devices, and their bifunctional and multifunctional devices. Additionally, other applications such as photochromic devices, sensors, and photocatalysts of tungsten oxide-based materials have also been mentioned. We hope this article can shed light on the related applications of tungsten oxide-based materials and inspire new possibilities for further uses.