Nowadays, tungsten oxides, as a typical transition metal oxide, are widely and intensively investigated owing to their excellent material properties and device properties. Controlling oxygen deficiency in tungsten oxides is typically the key to enhance their performances for a variety of critical technological applications. With a gradual increase of oxygen deficiency, various non-stoichiometric tungsten oxides can be formed by re-adjustment of the atomic arrangement, which exhibits superior performances than their traditional stoichiometric counterparts. This review mainly focuses on the recent advances in oxygen-deficient tungsten oxides from the point of atomic structures, including the forming mechanism of non-stoichiometric tungsten oxides and the superiority of these oxygen-deficient tungsten oxides in energy-related devices. Finally, the challenge and perspective of oxygen-deficient tungsten oxides are also discussed.