Advanced solar energy utilization technologies have been booming for carbon-neutral and renewable society development. Photovoltaic cells now hold the highest potential for widespread sustainable electricity production and photo(electro)catalytic cells could supply various chemicals. However, both of them require the connection of energy storage devices or matter to compensate for intermittent sunlight, suffering from complicated structures and external energy loss. Newly developed photoelectrochemical energy storage (PES) devices can effectively convert and store solar energy in one two-electrode battery, simplifying the configuration and decreasing the external energy loss. Based on PES materials, the PES devices could realize direct solar-to-electrochemical energy storage, which is fundamentally different from photo(electro)catalytic cells (solar-to-chemical energy conversion) and photovoltaic cells (solar-to-electricity energy conversion). This review summarizes a critically selected overview of advanced PES materials, the key to direct solar to electrochemical energy storage technology, with the focus on the research progress in PES processes and design principles. Based on the specific discussions of the performance metrics, the bottlenecks of PES devices, including low efficiency and deteriorative stability, are also discussed. Finally, several perspectives of potential strategies to overcome the bottlenecks and realize practical photoelectrochemical energy storage devices are presented.