Structural hierarchy is ubiquitous in nature and quite important for optimizing the properties of functional materials. Carbon nanomaterials, owing to their unique and tunable physical and chemical properties, have been regarded as promising candidates for various energy storage systems. Constructing hierarchically structured carbon nanomaterials (HSCNs) can boost electrochemical performance of nanocarbons. Therefore, HSCNs have attracted tremendous research attentions in recent years. In this review, we summarized the recent progress in hierarchical structure design of carbon nanomaterials and their potential applications in different energy storage technologies. First we give a brief introduction about carbon nanomaterials and the hierarchical structure merits. Subsequently, recent research works on hierarchical structure design of carbon nanomaterials was summarized and classified according to applications in lithium-ion batteries, sodium-ion batteries, supercapacitors and lithium–sulfur batteries, respectively. In addition, the challenges of HSCNs in different applications were also concluded and reviewed. At last, design principles of HSCNs were summarized and future development trends were prospected.