With the increased demand in energy resources, great efforts have been devoted to developing advanced energy storage and conversion systems. Graphene and graphene-based materials have attracted great attention owing to their unique properties of high mechanical flexibility, large surface area, chemical stability, superior electric and thermal conductivities that render them great choices as alternative electrode materials for electrochemical energy storage systems. This Review summarizes the recent progress in graphene and graphene-based materials for four energy storage systems, i.e., lithium-ion batteries, supercapacitors, lithium-sulfur batteries and lithium-air batteries.