New energy materials that act as clean power sources and data science are developing rapidly in the past decades and the advancement of the two research areas have significantly benefited the development of each other. At the meantime, structural information of materials have been obtained and stored in various structure databases, such as the Cambridge Structure Database (CSD) and the Inorganic Crystal Structure Database (ICSD). Researchers have developed various structure-property relationships of the energy materials, which could be applied to screen the potential suitable materials from structure databases; this has become an efficient route to explore and design new energy materials. In this article, we review recent progresses on the data mining study of new energy materials based on structure databases such as CSD and ICSD, in the context of dye-sensitized solar cells and perovskite solar cells, and also include other energy systems such as water splitting systems, lithium batteries, thermoelectric devices and gas adsorbent materials. The structure descriptors that are more fundamental in the data mining procedure employing the structure-properties relationships are focused; the structural descriptors are complementary to the quantum descriptors and are efficient in the materials design process. We believe that with the successful formulation of more advanced and case-by-case structure-property relationships of energy materials, many new energy materials could be efficiently identified with much lower cost and shorter design period via the data mining process.