The miniaturization of power sources aimed at integration into micro- and nano-electronic devices is a big challenge. To ensure the future development of fully autonomous on-board systems, electrodes based on self-supported 3D nanostructured metal oxides have become increasingly important, and their impact is particularly significant when considering the miniaturization of energy storage systems. This review describes recent advances in the development of self-supported 3D nanostructured metal oxides as electrodes for innovative power sources, particularly Li-ion batteries and electrochemical supercapacitors. Current strategies for the design and morphology control of self-supported electrodes fabricated using template, lithography, anodization and self-organized solution techniques are outlined along with different efforts to improve the storage capacity, rate capability, and cyclability.