There are many practical challenges in the use of graphene materials as active components in electrochemical energy storage devices. Graphene has a much lower capacitance than the theoretical capacitance of 550 F g⁻¹ for supercapacitors and 744 mA h g⁻¹ for lithium ion batteries. The macroporous nature of graphene limits its volumetric energy density and the low packing density of graphene-based electrodes prevents its use in commercial applications. Increases in the capacity, energy density and power density of electroactive graphene materials are strongly dependent on their microstructural properties, such as the number of defects, stacking, the use of composite materials, conductivity, the specific surface area and the packing density. The structural design of graphene electrode materials is achieved via six main strategies: the design of non-stacking and three-dimensional graphene; the synthesis of highly packed graphene; the production of graphene with a high specific surface area and high conductivity; the control of defects; functionalization with O, N, B or P heteroatoms; and the formation of graphene composites. These methodologies of structural design are needed for fast electrical charge storage/transfer and the transport of electrolyte ions (Li⁺, H⁺, K⁺, Na⁺) in graphene electrodes. We critically review state-of-the-art progress in the optimization of the electrochemical performance of graphene-based electrode materials. The structure of graphene needs to be designed to develop novel electrochemical energy storage devices that approach the theoretical charge limit of graphene and to deliver electrical energy rapidly and efficiently.