Electrochromic materials have important application prospects in energy-saving windows, smart displays, and military camouflage protection, as they can stably and reversibly change their optical properties under an external electric field. By using multi-component synergistic methods, electrochromic devices can integrate more functions or new features, making them develop towards the direction of multifunctional integration and further expanding their application fields. In this article, we comprehensively review the latest research results on the functional design of electrochromic devices in the past decade, discussing their integration mode, working mechanism, and design strategies. We elucidate their application prospects in smart windows, energy storage devices, sensors, and military camouflage, and analyze in detail the key problems and major challenges that functional electrochromic devices face. We also propose new solutions and development directions, which are of great significance for guiding the research on the functionalization of electrochromic devices.