Graphene, with unique two-dimensional form and numerous appealing properties, promises to remarkably increase the energy density and power density of electrochemical energy storage devices (EESDs), ranging from the popular lithium ion batteries and supercapacitors to next-generation high-energy batteries. Here, we review the recent advances of the state-of-the-art graphene-based materials for EESDs, including lithium ion batteries, supercapacitors, micro-supercapacitors, high-energy lithium-air and lithium-sulfur batteries, and discuss the importance of the pore, doping, assembly, hybridization and functionalization of different nano-architectures in improving electrochemical performance. The major roles of graphene are highlighted as a superior active material, ultrathin 2D flexible support, and an inactive yet electrically conductive additive. Furthermore, we address the enormous potential of graphene for constructing new-concept emerging graphene-enabled EESDs with multiple functionalities of lightweight, ultra-flexibility, thinness, and novel cell configurations. Finally, future perspectives and challenges of graphene-based EESDs are briefly discussed.