Transitioning from fossil fuels to renewable energy sources is a critical global challenge; it demands advances at the levels of materials, devices, and systems for the efficient harvesting, storage, conversion, and management of renewable energy. Researchers globally have begun incorporating machine learning (ML) techniques with the aim of accelerating these advances. ML technologies leverage statistical trends in data to build models for prediction of material properties, generation of candidate structures, optimization of processes, among other uses; as a result, they can be incorporated into discovery and development pipelines to accelerate progress. Here we review recent advances in ML-driven energy research, outline current and future challenges, and describe what is required moving forward to best lever ML techniques. To start, we give an overview of key ML concepts. We then introduce a set of key performance indicators to help compare the benefits of different ML-accelerated workflows for energy research. We discuss and evaluate the latest advances in applying ML to the development of energy harvesting (photovoltaics), storage (batteries), conversion (electrocatalysis), and management (smart grids). Finally, we offer an outlook of potential research areas in the energy field that stand to further benefit from the application of ML.