Cellulose, with the properties of wettability, abundant hydroxyl groups, eco-friendliness, and good mechanical performance, has been widely used in fabricating energy storage materials. Cellulose-based aerogel (CBA) has increasingly become a research hotspot in the field of energy storage due to its advantages such as abundant availability in nature, light weight, high porosity, and excellent stability in most solvents. Herein, the application progress of CBA in supercapacitors, zinc-ion batteries, lithium-ion batteries, and sodium-ion batteries are comprehensively discussed, based on the relationship of structure-performance and energy storage mechanism. Finally, the prospects and challenges are proposed for the problems faced in the large-scale application of CBAs, the coordination relationship between pore size regulation and electrical conductivity and mechanical properties, and the characterization of ion and electron conduction mechanisms in CBAs. It is hoped to provide new ideas for the material design and improving energy storage performance of CBAs.