Stretchable energy storage and conversion devices (ESCDs) are attracting intensive attention due to their promising and potential applications in realistic consumer products, ranging from portable electronics, bio-integrated devices, space satellites, and electric vehicles to buildings with arbitrarily shaped surfaces. Material synthesis and structural design are core in the development of highly stretchable supercapacitors, batteries, and solar cells for practical applications. This review provides a brief summary of research development on the stretchable ESCDs in the past decade, from structural design strategies to novel materials synthesis. The focuses are on the fundamental insights of mechanical characteristics of materials and structures on the performance of the stretchable ESCDs, as well as challenges for their practical applications. Finally, some of the important directions in the areas of material synthesis and structural design facing the stretchable ESCDs are discussed.