We report a binder-free three-dimensional (3D) macro-mesoporous electrode architecture via self-assembly of 3 nm NiO nanodots on macroporous nickel foam for high performance supercapacitor-like lithium battery. This electrode architecture provides a hierarchically 3D macro-mesoporous electrolyte-filled network that simultaneously enables rapid ion transfer and ultra-short solid-phase ion diffusion. Benefitting from the structural superiority owing to the interconnected porous hierarchy, the electrode exhibits supercapacitor-like high rate capabilities with high lithium battery capacities during the discharge-charge process: a very high capacity of 518 mA h g−1 at an ultrahigh current density of 50 A g−1. It exceeds at least ~10 times than that of the state-of-the-art graphite anode, which shows only ~50 mA h g−1 at ~2 to 3 A g−1 as anode for Li-ion batteries. The preparation method of 3D interconnected hierarchically macro-mesoporous electrode presented here can provide an efficient new binder-free electrode technique towards the development of high-performance supercapacitor-like Li-ion batteries.