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The ever-increasing energy demand has highlighted the need for sustainable, low-carbon, and multi-functional energy solutions. Recently, multi-material additive manufacturing (MMAM) has become an emerging processing approach to prototype energy storage and conversion devices by enabling the fabrication of complex systems in a single, streamlined process while offering design freedom to customize end-product properties at precise, user-defined patterns and geometries. Moreover, it provides opportunities to fine-tune interfaces and material compositions at the microscale, opening new avenues for next-generation energy storage and conversion devices. As MMAM is still in its early stages, a comprehensive understanding of the interplay between material chemistry, processing methods, and device design is fundamental to fully realize its potential for developing high-performance energy materials. This review proposes a framework to bridge the gaps between the fundamental principles of processing physics and the practical implementation of various MMAM techniques in fabricating advanced energy storage and conversion devices, highlighting research challenges and future opportunities.