Nanotechnology is generating a lot of attention these days and therefore building great expectations not only in the academic community but also among investors, the governments, and industry. Its unique capability to fabricate new structures at atomic scale has already produced novel materials and devices with great potential applications in a wide number of fields. Among them, significant breakthroughs are especially required in the energy sector that will allow us to maintain our increasing appetite for energy, which increases both with the number of people that join the developed economies and with our demand per capita. This needs to be done in a way that includes the environment in the wealth production equation as we gather more evidences of the human impact on the climate, biodiversity and quality of the air, water and soil. This review article does not cover in detail all the specific contributions from nanotechnology to the various sustainable energies, but in a broader way, it collects the most recent advances of nanotechnology to sustainable energy production, storage and use. For this review paper, solar, hydrogen and new generation batteries and supercapacitors are described as the most significant examples of the contributions of nanotechnology in the energy sector. The aim of this review article is to present some significant contributions from many research groups who are mainly unconnected and are working from different viewpoints, to find solutions to one of the great challenges of our time, i.e., the production and use of energy, without compromising our environment, from one of the most exciting and multidisciplinary fields, nanotechnology.