Increasing energy and power demands have continued to stimulate the development of new electrochemical energy storage devices. Supercapacitors, well-known energy storage systems characterized by a high power density and long cycle life, have experienced a rapid progress benefiting from fast advancements in electrode materials. However, for those conventional supercapacitors assembled through a thin film preparation technique, the conductive agent and polymer binder will inevitably account for a large amount of 'dead volume', which should be further diminished through a better design of the supercapacitor architecture. Here, we present a comprehensive review on recent research progress on the design of integrated electrode architectures, especially the binder-free nanoarray electrodes. By means of an integration of highly-ordered active nanomaterials and a current collector, the binder-free nanoarrays can provide a larger active surface area, faster electron-transport route, easier ion diffusion and superior structural stability, thus leading to a substantially improved cycling and rate performance. This work will narrow its focus on two independent aspects of binder-free architectures: the design of electrode materials and the construction of current collectors. In addition, we also discuss and review future research directions and the remaining challenges in materials development for advanced supercapacitors.