To meet the growing energy demands in a low-carbon economy, the development of new materials that improve the efficiency of energy storage and conversion systems is essential. Layered nanoclay offers opportunities in energy storage and conversion applications owing to their great reserves, high surface areas, multi-pore structure and other unique physical and chemical properties. These characteristics provide opportunities and advantages for the application of layered nanoclay in electrochemical energy. In this review, we summarized the structure, classification, modification method and properties of nanoclays, along with discussed their applications as electrodes, electrolytes filler, separators, artificial solid electrolyte interface (SEI) layer in rechargeable batteries and supercapacitors (SCs), and as catalysts in water splitting, CO2 reduction and oxygen reduction. Finally, we concluded the current problems of layered nanoclay in energy storage and conversion, and pointed out the possible future development trend and strategy, which increases their contribution in electrochemical energy applications.