Mechanochemistry has emerged as one of the most interesting synthetic protocols to produce new materials. Solvent-free methodologies lead to unique chemical processes during synthesis with the consequent formation of nanomaterials with new properties. The development of mechanochemistry as a synthetic method is supported by excellent results in a wide range of applications. This feature highlights some representative contributions focused on protocols that could be easily extended to the synthesis of other advanced nanomaterials. Materials for batteries, supercapacitors, and catalytic processes are discussed, indicating the potential future directions of each field. Theoretical aspects and a revision of recent real in situ analyses of the synthesis procedures are also featured. This contribution attempts to present, in a comprehensive way, mechanochemistry as an open research line and a consolidated methodology to synthesize advanced nanomaterials. Copyright © 2018 American Chemical Society.