Fish industry waste is attracting growing interest for the production of environmentally friendly materials for several different applications, due to the potential for reduced environmental impact and increased socioeconomic benefits. Recently, the application of fish industry waste for the synthesis of value-added materials and energy storage systems represents a feasible route to strengthen the overall sustainability of energy storage product lines. This review focused on an in-depth outlook on the advances in fish byproduct-derived materials for energy storage devices, including lithium-ion batteries (LIBs), sodium-ion (NIBs) batteries, lithium-sulfur batteries (LSBs), supercapacitors and protein batteries. For each of these, the latest applications were presented together with approaches to improve the electrochemical performance of the obtained materials. By analyzing the recent literature on this topic, this review aimed to contribute to further advances in the sustainability of energy storage devices.