Capacitors exhibit exceptional power density, a vast operational temperature range, remarkable reliability, lightweight construction, and high efficiency, making them extensively utilized in the realm of energy storage. There exist two primary categories of energy storage capacitors: dielectric capacitors and supercapacitors. Dielectric capacitors encompass film capacitors, ceramic dielectric capacitors, and electrolytic capacitors, whereas supercapacitors can be further categorized into double-layer capacitors, pseudocapacitors, and hybrid capacitors. These capacitors exhibit diverse operational principles and performance characteristics, subsequently dictating their specific application scenarios. To make informed decisions in selecting capacitors for practical applications, a comprehensive knowledge of their structure and operational principles is imperative. Consequently, this review delved into the structure, working principles, and unique characteristics of the aforementioned capacitors, aiming to clarify the distinctions between dielectric capacitors, supercapacitors, and lithium-ion capacitors.