Graphene is widely applied as an electrode material in energy storage fields. However, the strong π–π interaction between graphene layers and the stacking issues lead to a great loss of electrochemically active surface area, damaging the performance of graphene electrodes. Developing 3D graphene architectures that are constructed of graphene sheet subunits is an effective strategy to solve this problem. The graphene architectures can be directly utilized as binder-free electrodes for energy storage devices. Furthermore, they can be used as a matrix to support active materials and further improve their electrochemical performance. Here, recent advances in synthesizing 3D graphene architectures and their composites as well as their application in different energy storage devices, including various battery systems and supercapacitors are reviewed. In addition, their challenges for application at the current stage are discussed and future development prospects are indicated.