Stretchable electronics are a type of mechanically robust electronics which can be bended, folded, crumpled and stretched and represent the emerging direction towards next-generation wearable and implantable devices. Unlike existing electronics based on rigid Si technologies, stretchable devices can conform to the complex non-coplanar surfaces and provide unique functionalities which are unreachable with simple extension of conventional technologies. Stretchable energy storage and conversion devices are the key components for the fabrication of complete and independent stretchable systems. In this review, we present the recent progresses in the developments of stretchable power sources including supercapacitors, batteries and solar cells. Representative structural and material designs to impart stretchability to the originally rigid devices are discussed. Advantages and drawbacks associated with the fabrication methods are also analysed. Summaries of the research progresses along with future development directions for this exciting field are also presented.