In the past few decades, electrochemical energy storage systems, represented by alkali metal ion batteries and supercapacitors, have developed rapidly against the background of sustainable development. However, supercapacitors and alkali metal ion batteries, known for the high power density and high energy density, respectively, have struggled to meet the demand of high both power and energy densities energy storage devices. Therefore, integrating both energy storage mechanisms of supercapacitors and alkali metal ion batteries in the same system to attain device with comparatively high both power and energy densities has become the preferred approach for most researchers, and the representatives are assembling hybrid ion capacitors or introducing capacitive contribution into alkali metal ion batteries materials for fast-charging alkali metal ion batteries. For the former, many good quality publications have summarized and evaluated it, while the latter has not. In this review, we systematically summarize and insightfully discuss the phenomenon of introducing capacitive contribution into electrode materials of alkali metal ion batteries. Different methods of identifying capacitive and diffusive behaviors are reviewed, and the origin of the capacitive contribution in the battery materials combining the charge storage mechanism are explained, the influences of electrode materials’ capacitive contribution on battery’s energy and power densities are discussed in detail. Finally, we propose a design idea of electrode materials for battery with high both power and energy densities based on accurately understanding the rational capacitive contribution.