The development of low-cost and efficient catalytic materials for key reactions like water splitting, CO2 reduction and N2 reduction is crucial for fulfilling the growing energy consumption demands and the pursuit of renewable and sustainable energy. Conventional electrochemical measurements at the macroscale lack the potential to characterize single catalytic entities and nanoscale surface features on the surface of a catalytic material. Recently, promising results have been obtained using nanoelectrodes as ultra-small platforms for the study of the hydrogen evolution reaction (HER) and oxygen evolution reaction (OER) on innovative catalytic materials at the nanoscale. In this minireview, we summarize the recent progress in the nanoelectrode-based studies on the HER and OER on various nanostructured catalytic materials. These electrocatalysts can be generally categorized into two groups: 0-dimensional (0D) single atom/molecule/cluster/nanoparticles and 2-dimensional (2D) nanomaterials. Controlled growth as well as the electrochemical characterization of single isolated atoms, molecules, clusters and nanoparticles has been achieved on nanoelectrodes. Moreover, nanoelectrodes greatly enhanced the spatial resolution of scanning probe techniques, which enable studies at the surface features of 2D nanomaterials, including surface defects, edges and nanofacets at the boundary of a phase. Nanoelectrode-based studies on the catalytic materials can provide new insights into the reaction mechanisms and catalytic properties, which will facilitate the pursuit of sustainable energy and help to solve CO2 release issues.