Against the backdrop of increasingly prominent global energy shortages and environmental issues, the development of efficient energy conversion and storage technologies has become crucial. Zero-dimensional (0D) metal oxide composites exhibit significant application value in the field of energy chemistry due to their unique properties, such as quantum size effect and high specific surface area. From a broad perspective, this paper reviews the main synthesis methods of these composites, including sol-gel method, hydrothermal/solvothermal method, precipitation method, and template method, while analyzing the characteristics of each method. It further discusses their applications in photocatalytic hydrogen production, fuel cells, lithium-ion batteries, and supercapacitors. Additionally, the current challenges, such as material dispersibility and interface bonding, are pointed out, and future development directions are prospected, aiming to provide references for related research.