Fabrication of binder-free electrodes is an effective way to increase the performance of electrochemical energy storage (EES) devices, such as rechargeable batteries and supercapacitors. In traditional electrodes, the binder is usually electrochemically inert and has weak interactions and interfaces between binder and the active material, which increase “dead mass” and directly affect the performance of energy storage system. The binder-free electrode can provide well-designed electrode material structure enables well connection between active materials themselves and current collectors. In addition, without insulating binder, electron and electrolyte ions can transfer more efficiently within the electrode materials. Here, we reviewed research efforts in using various techniques involving chemical, physical and electrical methods to fabricate binder-free electrodes. For every technique, we first briefly describe their principle and involved factors that influence the performance of as-fabricated binder-free electrodes and summarize advantages and disadvantages. Next, we reviewed several works which have used this technique to fabricate binder-free electrodes. Further, the effect of well-crafted structure design on the properties of energy storage performances including rate capability, and cycle stability was highlighted. Last, we offer our perspectives on the challenges and potential future research directions in this area. We hope this review can stimulate more research to design and synthesize the binder-free materials for EES devices.