Diamond electrochemistry using planar macroscopic diamond films has been widely investigated. Due to the non-uniform doping in diamond, boundary effects, and the varied ratios of graphite to diamond, such systems only provide averaged electrochemical signals over the full electrode. To clarify electrical and electrochemical properties of diamond at the nanoscale, the use of diamond nanostructures (e.g., nanotextures, nanowires, networks, porous film, nanoelectrodes, etc.) and particles (e.g., undoped nanoparticles, boron-doped particles), is highly important. In this review, recent progress and achievements concerning diamond nanoelectrochemistry are considered. After a brief introduction of synthetic strategies to form diamond nanostructures and particles, their electrochemical properties in the presence and absence of redox probes are shown, followed by their use in electroanalysis (e.g., electrochemical, biochemical sensing, etc), electrochemical energy storage (e.g., electrochemical capacitors, batteries, etc.), electrocatalysis, and related applications. Topical problems and future of diamond nanoelectrochemistry are discussed.