A facile thermal annealing method is demonstrated to fabricate the MnO2 nanorods/graphene hybrid. The MnO2 nanorods are well anchored on the graphene, confirmed by the scanning electron microscopy and transmission electron microscopy images. The hybrid annealed at 300°C (MG-300) shows a high initial discharge capacity of 241mAhg−1 at 0.1C with a graphene loading rate of 9%. In addition, it shows good cycling stability and maintains a capacity of 158.3mAhg−1 after 100 cycles in the potential window between 2 and 3.5V. The MG-300 exhibits the best electrochemical performance among all the materials, which is due to the high electronic conductivity of graphene and the MnO2 nanorods which is consisted of γ-MnO2 and β-MnO2.