Hexagonal boron nitride (h-BN) represents a promising inorganic compound, garnering widespread attention for its unique combination of electrical insulation, thermal conductivity, lightweight nature, and chemical stability. The past decades have witnessed the advent of diverse h-BN nanostructures, which preserve the intrinsic superior attributes of h-BN while endowing these materials with unique nanoscale properties. This paper aims to provide a comprehensive review of the synthesis methods for h-BN nanomaterials across different dimensions. Furthermore, it outlines the applications of h-BN nanomaterials in energy storage, thermal management, catalysis, and other fields, and concludes with a discussion of challenges and prospects. It is conceived as a foundational guide aimed at the practical production of h-BN nanomaterials.