Nanostructures are considered to have great potential and are widely used in energy storage and sensing devices, and atomic layer deposition (ALD) is of great help for better nanostructure fabrications. ALD can help to preserve the original properties of materials, and, meanwhile, the excellent film quality, nanoscale precise thickness control, and high conformality also play important role in fabrication process. To enhance the performance of energy storage and sensor devices, ALD has been used in directly fabricating active nanostructures, depositing protective passivation layers, etc. ALD is a convenient technique which has been widely engaged in energy-related fields including electrochemical conversion and storage, as well as in sensor and biosensors. The related research interest is increasing significantly. In this review, we summarize some of the latest works on ALD for batteries, supercapacitors, and sensors, and demonstrate the benefits of ALD comprehensively. In these devices, different materials are deposited by ALD under different conditions to achieve better battery performance, higher supercapacitor capacitance, and higher sensitivity. This review fully presents the strengths of ALD and its application in energy storage and sensing devices and proposes the future prospects for this rapidly developing technology.