Molecular-scale junctions (MSJs) have been considered the ideal testbed for probing physical and chemical processes at the molecular scale. Due to nanometric confinement, charge and energy transport in MSJs are governed by quantum mechanically dictated energy profiles, which can be tuned chemically or physically with atomic precision, offering rich possibilities beyond conventional semiconductor devices. While charge transport in MSJs has been extensively studied over the past two decades, understanding energy conversion and transport in MSJs has only become experimentally attainable in recent years. As demonstrated recently, by tuning the quantum interplay between the electrodes, the molecular core, and the contact interfaces, energy processes can be manipulated to achieve desired functionalities, opening new avenues for molecular electronics, energy harvesting, and sensing applications. This Review provides a comprehensive overview and critical analysis of various forms of energy conversion and transport processes in MSJs and their associated applications. We elaborate on energy-related processes mediated by the interaction between the core molecular structure in MSJs and different external stimuli, such as light, heat, electric field, magnetic field, force, and other environmental cues. Key topics covered include photovoltaics, electroluminescence, thermoelectricity, heat conduction, catalysis, spin-mediated phenomena, and vibrational effects. The review concludes with a discussion of existing challenges and future opportunities, aiming to facilitate in-depth future investigation of promising experimental platforms, molecular design principles, control strategies, and new application scenarios.