Sustainable energy is one of the most critical goals for humanity in the 21st century. While energy is essential for our prosperity, the increasing demand has led to excessive greenhouse gas emissions, contributing to global warming and extreme climate change. Developing sustainable energy solutions is, therefore, crucial to ensuring a better living environment for future generations. Energy efficiency, which focuses on reducing energy consumption without compromising quality of life, holds great promise due to its rapid implementation and cost-effectiveness. Electrochemistry plays a pivotal role in energy-saving technologies by enabling efficient energy storage, conversion, and management. In batteries, electrochemical reactions facilitate efficient energy storage, which is essential for balancing supply and demand, particularly when integrating renewable sources like solar and wind. These processes enhance energy efficiency, reduce emissions, and support grid stability by optimizing energy use. Electrochemical devices, such as electrochromic windows, further contribute to energy savings in buildings by regulating light and heat transmission, minimizing the need for heating, cooling, and lighting. This dissertation takes a multidisciplinary approach, integrating material design, thermal engineering, numerical simulations, materials synthesis, electrochemical device design, and advanced materials characterization. A key innovation is the development of an ultra-wideband transparent conducting electrode (UWB-TCE) with low sheet resistance and high optical transmittance, which enables an electrochromic device capable of managing both solar and radiative heat. This UWB-TCE allows the electrochromic device to switch between solar heating mode (high solar absorptivity, low thermal emissivity) and radiative cooling mode (low solar absorptivity, high thermal emissivity) by optimizing electrodeposition morphology for surface plasmon resonance, offering significant energy-saving potential for buildings. In addition, I designed vascularized porous electrodes for fast-charging batteries, enhancing ion transfer efficiency. Deep learning models were employed to accelerate the design process and deepen the understanding of underlying physical mechanisms. I also explored photonic strategies to improve radiative cooling materials, including smart textiles and coatings, through molecular design. These advancements not only demonstrate substantial energy-saving potential for buildings and personal thermal management but also provide deeper insights into the optical and thermal mechanisms that govern material performance.