High-entropy materials (HEMs) have attracted considerable research attention in battery applications due to exceptional properties such as remarkable structural stability, enhanced ionic conductivity, superior mechanical strength, and outstanding catalytic activity. These distinctive characteristics render HEMs highly suitable for various battery components, such as electrodes, electrolytes, and catalysts. This review systematically examines recent advances in the application of HEMs for energy storage, beginning with fundamental concepts, historical development, and key definitions. Three principal categories of HEMs, namely high-entropy alloys, high-entropy oxides, and high-entropy MXenes, are analyzed with a focus on electrochemical performance metrics such as specific capacity, energy density, cycling stability, and rate capability. The underlying mechanisms by which these materials enhance battery performance are elucidated in the discussion. Furthermore, the pivotal role of machine learning in accelerating the discovery and optimization of novel high-entropy battery materials is highlighted. The review concludes by outlining future research directions and potential breakthroughs in HEM-based battery technologies.