Energy storage materials are vital to the use of clean energy such as hydrogen and electrochemical energy. This paper reviews the recent progress on the application of dielectric barrier discharge plasma-assisted milling (P-milling), a new material synthesis method developed by ourselves, in preparing energy storage materials including Mg-based hydrogen storage materials and anode materials for lithium-ion batteries. We discuss in particular the advantages of this novel milling technique on preparing those materials and improving their energy storage performances. For Mg-based hydrogen storage materials, P-milling can realize the simultaneous rapid formation of a Mg-based solid solution and the in-situ induced catalyst MgF2, thus realizing the dual tuning of thermodynamic and kinetic properties. For anode materials of lithium-ion batteries, core-shell structures are easily formed by P-milling, and those prepared materials show higher capacities and cycling stability in comparison to those prepared by conventional ball milling (C-milling). P-milling offers a simple, cost effective and pollution-free way for preparing nano-materials or accelerating mechanochemical reactions, paving the way for large scale production of energy storage materials in the future. •Dielectric barrier discharge plasma-assisted milling (P-milling) was developed.•P-milling was adopted to synthesize energy storage materials.•Dual tuning of the thermodynamic and kinetic properties of MgH2 is realized.•Anode materials with higher capacities and cycling stability are obtained.•P-milling is promising for large-scale industrial production.