Materials with hierarchical porosity and structures have been heavily involved in newly developed energy storage and conversion systems. Because of meticulous design and ingenious hierarchical structuration of porosities through the mimicking of natural systems, hierarchically structured porous materials can provide large surface areas for reaction, interfacial transport, or dispersion of active sites at different length scales of pores and shorten diffusion paths or reduce diffusion effect. By the incorporation of macroporosity in materials, light harvesting can be enhanced, showing the importance of macrochannels in light related systems such as photocatalysis and photovoltaics. A state-of-the-art review of the applications of hierarchically structured porous materials in energy conversion and storage is presented. Their involvement in energy conversion such as in photosynthesis, photocatalytic H2 production, photocatalysis, or in dye sensitized solar cells (DSSCs) and fuel cells (FCs) is discussed. Energy storage technologies such as Li-ions batteries, supercapacitors, hydrogen storage, and solar thermal storage developed based on hierarchically porous materials are then discussed. The links between the hierarchically porous structures and their performances in energy conversion and storage presented can promote the design of the novel structures with advanced properties.