Miniaturized energy storage devices, such as electrostatic nanocapacitors and electrochemical micro-supercapacitors (MSCs), are important components in on-chip energy supply systems, facilitating the development of autonomous microelectronic devices with enhanced performance and efficiency. The performance of the on-chip energy storage devices heavily relies on the electrode materials, necessitating continuous advancements in material design and synthesis. This review provides an overview of recent developments in electrode materials for on-chip MSCs and electrostatic (micro-/nano-) capacitors, focusing on enhancing energy density, power density, and device stability. The review begins by discussing the fundamental requirements for electrode materials in MSCs, including high specific surface area, good conductivity, and excellent electrochemical stability. Subsequently, various categories of electrode materials are evaluated in terms of their charge storage mechanisms, electrochemical performance, and compatibility with on-chip fabrication processes. Furthermore, recent strategies to enhance the performance of electrode materials are discussed, including nanostructuring, doping, heteroatom incorporation, hybridization with other capacitive materials, and electrode configurations.