We compile the radio-optical-X-ray spectral energy distributions (SEDs) of 65 knots and 29 hotspots in 41 active galactic nucleus jets to examine their high energy radiation mechanisms. Their SEDs can be fitted with the single-zone leptonic models, except for the hotspot of Pictor A and six knots of 3C 273. The X-ray emission of one hotspot and 22 knots is well explained as synchrotron radiations under the equipartition condition; they usually have lower X-ray and radio luminosities than the others, which may be due to a lower beaming factor. An inverse Compton (IC) process is involved for explaining the X-ray emission of the other SEDs. Without considering the equipartition condition, their X-ray emission can be attributed to the synchrotron-self-Compton (SSC) process, but the derived jet power (P_jet) are not correlated with L_k and most of them are larger than L_k with more than three orders of magnitude, where L_k is the jet kinetic power estimated with their radio emission. Under the equipartition condition, the X-ray emission is well interpreted with the IC process to the cosmic microwave background photons (IC/CMB). In this scenario, the derived P_jet of knots and hotspots are correlated with and comparable to L_k. These results suggest that the IC/CMB model may be the promising interpretation of their X-ray emission. In addition, a tentative knot-hotspot sequence in the synchrotron peak-energy--peak-luminosity plane is observed, similar to the blazar sequence, which may be attributed to their different cooling mechanisms of electrons.