Electrochromism is defined as the persistent but reversible optical change (usually transmission) produced electrochemically. The preparation by the sol-gel process of thin films made of amorphous or crystalline nanoparticles of WO3, V2O5, Nb2O5, TiO2, CeO2, Fe2O3 and mixed compounds such as WO3-TiO2, CeO2-TiO2, CeO2-SnO2, have opened remarkable new opportunities for obtaining electrochromic layers exhibiting large optical transmission variation in the UV, visible or infrared range and acceptable kinetics under H+ or Li+ insertion. In this paper we give an overview of what has been recently achieved in this field, with emphasis for cathodic electrochromic coatings of Nb2O5 and TiO2 composition. Finally we stress the future developments in this fast growing field.