Supercapacitor (SC) is one of the most promising and rapidly growing energy storage devices owing to its high power density, fast electrochemical processes and long service life. A great deal of effort has been devoted to the development of high-capacity and high-stability electrode materials. Among various structures, nanocages of hollow or frame-like structures with pores on the walls have unique advantages for SC materials because they provide a large number of active sites for electrochemical reactions and facilitate the ion transfer during electrochemical processes. This paper summarizes the latest advances in SC electrode materials with nanocage structures, including carbon materials, transition metal compounds, conducting polymers, etc., by emphasizing the synthetic strategies and structure-performance correlations, and aims to provide guidance for the future design and fabrication of optimized SC electrode materials.