The few-layered transitional sulphide/oxide nanosheets and graphene composites attract increasingly interest as electrode materials although facing the significant preparation challenge such as low quantities and uncontrollable homogeneity. Using MoS2 and graphene oxide (GO) bulk materials as the raw materials, we demonstrate a novel solvent-free and one-step ball-milling approach to prepare massive sandwiched MoS2/reduced graphene oxide (rGO) nanocomposites. The reduction of GO to rGO, the exfoliation of bulk layered materials and assembly of the obtained MoS2 and rGO nanosheets are achieved all together in the ball-milling process. The orderly assembled MoS2/rGO composite as electrode material used in supercapacitor delivers a high specific capacitance of 306 F g−1 at a current density of 0.5 A g−1 and approximately two times higher than that of the pure MoS2. Besides, it exhibits nearly no discharge capacity decay used both in lithium-ion batteries (0.2 A g−1 after 100 cycles) and supercapacitor (4 A g−1 after 5000 cycles). This work has developed an encouraging approach for preparation of this series of graphene-based hybrid electrode materials with ideal performance for potential application in energy storage devices.