To ensure the future highly efficient utilization of various sustainable and renewable energy sources, nanostructured electrodes have become more and more important. This review provides a comprehensive summary of recent research progress in template-directed synthesis of nanostructured arrays for highly-efficient energy storage and conversion. We especially focus on nanostructure arrays based on porous anodic aluminum oxide (AAO) template and colloidal crystal template (CCT), because they possess numerous structural advantages resulting from the highly-ordered and highly-oriented structural features of AAO and CCT, such as nanoscale structural tunability, high regularity and predefined spatial orientation/alignment. All these advantages make AAO and CCT template-directed nanostructure arrays as attractive candidates for highly-efficient energy storage and conversion. This review starts with a brief introduction on template-directed construction of nanostructure arrays, including the fabrication and structural features of both the templates (AAO and CCT) and the corresponding as-achieved nanostructure arrays. Then, the advantages, the progress and the challenges of AAO and CCT template-directed nanostructure arrays for the construction of highly-efficient electrochemical energy storage and solar energy conversion devices are summarized, respectively, followed by present status and the prospects for future research.