The lithium storage capability and high rate performance of nanocrystalline anatase TiO2 electrodes are highly dependent on the particle sizes. The electrode made from a very fine anatase powder of 6nm exhibited the highest capacity even at high current rates. It is believed that increasing the specific surface area of the nanocrystalline anatase electrodes has increased the weight ratio of the atoms resided near or on the surface layers and hence improved the surface Li storage; whereas decreasing the particle size has reduced the transport length for Li insertion in the bulk of anatase phase, and so made the Li insertion more efficiently. Besides that, it is found that the specific capacity contributed by the surface Li storage was very stable upon cycling or increasing the current rate; whereas the short Li diffusion length could greatly facilitate the Li insertion/extraction in/from the bulk of the anatase electrode. These two features of nanocrystalline anatase electrodes resulted in very good cycle performance.