Mechanochemistry with solvent-free and environmentally friendly characteristics is one of the most promising alternatives to traditional liquid-phase-based reactions, demonstrating epoch-making significance in the realization of different types of chemistry. Mechanochemistry utilizes mechanical energy to promote physical and chemical transformations to design complex molecules and nanostructured materials, encourage dispersion and recombination of multiphase components, and accelerate reaction rates and efficiencies via highly reactive surfaces. In particular, mechanochemistry deserves special attention because it is capable of endowing energy materials with unique characteristics and properties. Herein, the latest advances and progress in mechanochemistry for the preparation and modification of energy materials are reviewed. An outline of the basic knowledge, methods, and characteristics of different mechanochemical strategies is presented, distinguishing this review from most mechanochemistry reviews that only focus on ball-milling. Next, this outline is followed by a detailed and insightful discussion of mechanochemistry-involved energy conversion and storage applications. The discussion comprehensively covers aspects of energy transformations from mechanical/optical/chemical energy to electrical energy. Finally, next-generation advanced energy materials are proposed. This review is intended to bring mechanochemistry to the frontline and guide this burgeoning field of interdisciplinary research for developing advanced energy materials with greener mechanical force.