Metal-organic frameworks (MOFs) have gained prominence through reticular chemistry, connecting building blocks to create specific structures. MOFs offer high surface areas, porosity, stability, and diverse functionalities. This makes them easily modifiable for various applications, evolving into complex architectures. Recent advancements in MOF-derived multi-shelled nanostructures are summarized herein. The advantages and disadvantages of these nanostructures over bare MOFs and single-shelled structures are discussed. The recent progress and potential of multi-shelled structures in energy storage applications are comprehensively explored. Challenges and prospects in this area are also outlined.