Lithium-ion battery is a widely-used secondary battery with high energy density. However, with a fast development in its field of application, an urgent requirement is raised in the further improving its energy density. This article summarizes the recent research progressions in the cathode and anode materials of lithium-ion batteries with high energy densities as well as some novel lithium secondary batteries based on lithium metal, highlights the selections of cathode and anode materials with high capacities, the designs of micro-nano structures of them, and the strategies toward surface coating and synthesis of these materials with some recent works made in this field by our group. This review also gives a discussion on the future development directions of several lithium metal secondary batteries with high energy densities such as lithium-sulfur battery and lithium-air battery.