Thin films of MoO₂ nanoparticles and graphene sheets are created by layer-by-layer (LBL) assembly as binder-free anodes for lithium-ion batteries. Both anionic polyoxometalate clusters and graphene oxide nanosheets with oxygen functional groups on both basal planes and edges are assembled into LBL films with the aid of a cationic polyelectrolyte. After a subsequent thermal treatment in an Ar–H₂ atmosphere, hybrid MoO₂–graphene films with three-dimensionally interconnected nanopores are formed, which comprise ultrafine MoO₂ nanoparticles homogeneously embedded in the porous network of graphene nanosheets. When used as an anode for lithium-ion batteries, the MoO₂–graphene thin-film electrode shows superior electrochemical performance with high specific capacity and excellent cyclability. A high specific capacity of 675.9 mA h g⁻¹ after 100 discharge–charge cycles is achieved, indicating a promising anode candidate for lithium-storage applications.