With the rapid development of wearable and flexible electronic equipment, the flexible electrochemical energy storage devices with high energy density and high power density have been widely interested and researched in numerous studies. The flexible energy storage devices, mainly include flexible solar batteries, flexible lithium batteries and flexible supercapacitors. As the core components of these devices, flexible electrodes should possess not only basic mechanical flexibility, but also excellent electrical conductivity and superior skeleton supporting strength, so as to ensure the energy storage devices tolerate various deformation such as stretching, bending and twisting and exert their electrochemical performance steadily. As the research goes deep, carbon nanotubes, carbon nanofibers, carbon cloth, polymer, metal compounds and their composites, with different macromorphology and micromorphology, have been reported as flexible matrix for electrodes in a large amount of literature recently. In this review, based on the materials and microstructures, different assembling methods for different microstructures including stacking structure, foam structure, weave structure, grafting structure, etc., for fabricating flexible electrodes, are illustrated. Also the existing methods for quantitatively evaluating the electrode flexibility are summarized. Finally, the major challenges in the future development for the flexible electrodes are illustrated and the prospects are forecast.