Free-standing electrode materials provide many desirable properties for electrochemical energy storage devices due to their light weight, good conductive capacity, excellent mechanical strength, high energy/power density and extraordinary electrochemical stability. Particularly, carbonaceous matrix nanomaterials, such as graphene materials, carbon nanotubes, carbon nanofibers, carbon papers and carbon cloths, play important roles in the free-standing electrodes, including serving as conducting network skeleton, loading electrochemically active material, enhancing mechanical toughness and flexibility, and preventing the structural damage during charge/discharge processes. In this review, we give a systematic overview of the state-of-the-art research progress on carbonaceous matrixes-based free-standing electrode materials for electrochemical energy storage, from synthesis methods, structural design, to important applications in flexible energy storage devices including lithium-ion batteries, lithium-sulfur batteries, sodium-ion batteries, lithium-oxygen batteries, and supercapacitors for each class of matrix-based electrode materials. In particular, the structure design strategies utilizing the advantages of free-standing matrixes to address the existing issues and improve the electrochemical and mechanical performance of energy storage devices are discussed in detail. At the end, we also discuss the challenges and demonstrate the prospective for the future development of such materials for advanced flexible energy storage devices.