Global energy and environmental crises are among the most pressing challenges facing humankind. To overcome these challenges, recent years have seen an upsurge of interest in the development and production of renewable chemical fuels as alternatives to the nonrenewable and high-polluting fossil fuels. Photocatalysis, photoelectrocatalysis, and electrocatalysis provide promising avenues for sustainable energy conversion. Single- and dual-component catalytic systems based on nanomaterials have been intensively studied for decades, but their intrinsic weaknesses hamper their practical applications. Multicomponent nanomaterial-based systems, consisting of three or more components with at least one component in the nanoscale, have recently emerged. The multiple components are integrated together to create synergistic effects and hence overcome the limitation for outperformance. Such higher-efficiency systems based on nanomaterials will potentially bring an additional benefit in balance-of-system costs if they exclude the use of noble metals, considering the expense and sustainability. It is therefore timely to review the research in this field, providing guidance in the development of noble-metal-free multicomponent nanointegration for sustainable energy conversion. In this work, we first recall the fundamentals of catalysis by nanomaterials, multicomponent nanointegration, and reactor configuration for water splitting, CO2 reduction, and N2 reduction. We then systematically review and discuss recent advances in multicomponent-based photocatalytic, photoelectrochemical, and electrochemical systems based on nanomaterials. On the basis of these systems, we further laterally evaluate different multicomponent integration strategies and highlight their impacts on catalytic activity, performance stability, and product selectivity. Finally, we provide conclusions and future prospects for multicomponent nanointegration. This work offers comprehensive insights into the development of cost-competitive multicomponent nanomaterial-based systems for sustainable energy-conversion technologies and assists researchers working toward addressing the global challenges in energy and the environment.