Clean and efficient energy conversion systems can overcome the depletion of the fossil fuel and meet the increasing demand of the energy. Ordered nanostructures arrays convert energy more efficiently than their disordered counterparts, by virtue of their structural merits. Among various fabrication methods of these ordered nanostructures arrays, anodic aluminum oxide (AAO) template-directed fabrication have drawn increasing attention due to its low cost, high throughput, flexibility and high structural controllability. This article reviews the application of ordered nanostructures arrays fabricated by AAO template-directed methods in mechanical energy, solar energy, electrical energy and chemical energy conversions in four sections. In each section, the corresponding advantages of these ordered nanostructures arrays in the energy conversion system are analysed, and the limitation of the to-date research is evaluated. Finally, the future directions of the ordered nanostructures arrays fabricated by AAO template-directed methods (the promising method to explore new growth mechanisms of AAO, green fabrication based on reusable AAO templates, new potential energy conversion application) are discussed.