Since their successful commercialization in 1990s, lithium-ion batteries (LIBs) have been widely applied in portable digital products. The energy density and power density of LIBs are inadequate, however, to satisfy the continuous growth in demand. Considering the cost distribution in battery system, it is essential to explore cathode/anode materials with excellent rate capability and long cycle life. Nanometer-sized electrode materials could quickly take up and store numerous Li + ions, afforded by short diffusion channels and large surface area. Unfortunately, low thermodynamic stability of nanoparticles results in electrochemical agglomeration and raises the risk of side reactions on electrolyte. Thus, micro/nano and hetero/hierarchical structures, characterized by ordered assembly of different sizes, phases, and/or pores, have been developed, which enable us to effectively improve the utilization, reaction kinetics, and structural stability of electrode materials. This review summarizes the recent efforts on electrode materials with hierarchical structures, and discusses the effects of hierarchical structures on electrochemical performance in detail. Multidimensional self-assembled structures can achieve integration of the advantages of materials with different sizes. Core/yolk-shell structures provide synergistic effects between the shell and the core/yolk. Porous structures with macro-, meso-, and micropores can accommodate volume expansion and facilitate electrolyte infiltration.