Owing to the outstanding advantages as electrical energy storage system, supercapacitors have attracted tremendous research interests over the past decade. Current research efforts are being devoted to improve the energy storage capabilities of supercapacitors through either discovering novel electroactive materials or nanostructuring existing electroactive materials. From the device point of view, the energy storage performance of supercapacitor not only depends on the electroactive materials themselves, but importantly, relies on the structure of electrode whether it allows the electroactive materials to reach their full potentials for energy storage. With respect to utilizing nanostructured electroactive materials, the key issue is to retain all advantages of the nanoscale features for supercapacitors when being assembled into electrodes and the following devices. Rational design and fabrication of self‐supported nanoelectrodes is therefore considered as the most promising strategy to address this challenge. In this review, we summarize the recent advances in designing and fabricating self‐supported nanoelectrodes for supercapacitors towards high energy storage capability. Self‐supported homogeneous and heterogeneous nanoelectrodes in the forms of one‐dimensional (1D) nanoarrays, two‐dimensional (2D) nanoarrays, and three‐dimensional (3D) nanoporous architectures are introduced with their representative results presented. The challenges and perspectives in this field are also discussed.