Macrocycles composed of diverse aromatic or nonaromatic structures, such as cyclodextrins (CDs), calixarenes (CAs), cucurbiturils (CBs), and pillararenes (PAs), have garnered significant attention due to their inherent advantages of possessing cavity structures, unique functional groups, and facile modification. Due to these distinctive features enabling them to facilitate ion insertion and extraction, form crosslinked porous structures, offer multiple redox-active sites, and engage in host-guest interactions, macrocycles have made huge contributions to electrochemical energy storage and conversion (EES/EEC). Here, we have summarized the recent advancements and challenges in the utilization of CDs, CAs, CBs, and PAs as well as other novel macrocycles applied in EES/EEC devices. The molecular structure, properties, and modification strategies are discussed along with the corresponding energy density, specific capacity, and cycling life properties in detail. Finally, crucial limitations and future research directions pertaining to these macrocycles in electrochemical energy storage and conversion are addressed. It is hoped that this review is able to inspire interest and enthusiasm in researchers to investigate macrocycles and promote their applications in EES/EEC.