The demand for high-performance devices that are used in electrochemical energy conversion and storage has increased rapidly. Tremendous efforts, such as adopting new materials, modifying existing materials, and producing new structures, have been made in the field in recent years. Atomic layer deposition (ALD), as an effective technique for the deposition of conformal and thickness-controllable thin films, has been widely utilized in producing electrode materials for electrochemical energy devices. Recent strategies have emerged and been developed for ALD to construct nanostructured architectures and three-dimensional (3D) micro/nanostructures. These strategies emphasize the preparation of active materials for devices such as batteries and supercapacitors or as catalysts for hydrogen evolution. Additionally, ALD is considered to have great potential in practical industrial production. In this review, we focus on the recent breakthroughs of ALD for the design of advanced materials and structures in electrochemical energy devices. The function and merits of ALD will be discussed in detail from traditional thin film depositions for the coating and engineering/modification layers to complex 3D micro/nanostructures that are designed for active materials. Furthermore, recent works regarding metal-organic framework films and transition metal dichalcogenide films, which were prepared with the assistance of ALD oxide, will be highlighted, and typical examples will be demonstrated and analysed. Because it is within a rapidly developing field, we believe that ALD will become an industrial deposition method that is important, commercially available, and widely used in electrochemical energy devices.