Nanostructured materials lie at the heart of fundamental advances in efficient energy storage and/or conversion, in which surface processes and transport kinetics play determining roles. This Review describes some recent developments in the synthesis and characterization of nanostructured cathode materials, including lithium transition metal oxides, vanadium oxides, manganese oxides, lithium phosphates, and various nanostructured composites. The major goal of this Review is to highlight some new progress in using these nanostructured materials as cathodes to develop lithium batteries with high energy density, high rate capability, and excellent cycling stability resulting from their huge surface area, short distance for mass and charge transport, and freedom for volume change in nanostructured materials.