A simple and effective approach for the tight anchoring of molybdenum disulfide (MoS2) to the surface of supercritical-alcohol-reduced graphene oxide (SRGO) is developed. The MoS2-SRGO composites are synthesized by the one-pot deposition of MoO2 on SRGO and simultaneous reduction of GO to SRGO in supercritical methanol followed by sulfurization. The obtained MoS2-SRGO composites contain a crystalline MoS2 phase comprising 11–14 layers of MoS2. In addition, the composites have mesoporous structures with high porosities, ranging between 55 and 57%. In comparison with bare MoS2 and SRGO, the MoS2-SRGO composites have enhanced electrochemical performances due to their mesoporous structures and the synergetic effect between MoS2 and SRGO sheets. When tested as the anode in a secondary lithium battery, it shows high reversible capacity of 896 mAh g−1 at 50 mA g−1 after 50 cycles, a high rate capacity of 320 mAh g−1 at a high charge-discharge rate of 2.5 A g−1, and long-term cycling of 724 mAh g−1 at 50 mA g−1 after 200 cycles. This unique synthetic approach effectively and tightly anchors MoS2 nanoparticles to the SRGO surface, resulting in improved structural integrity, electron transfer efficiency between the SRGO sheets and MoS2, and Li-ion diffusion kinetics.