This paper focuses on an understanding of the influence of paper thickness on the electrochemical performances of graphene papers as an anode for lithium ion batteries. Three types of graphene papers, with thickness of ∼1.5, 3 and 10μm, respectively, were fabricated by vacuum-assisted filtration of reduced graphene nanosheets suspended in water. These papers deliver evidently different lithium storage capacities, with thinner papers always outperform thicker ones. The 1.5μm paper gives rise to initial reversible specific capacities (the first 10 cycles) of ∼200mAhg−1 at a current density of 100mAg−1, while the 10μm paper only presents ∼80mAhg−1 at a current density of 50mAg−1. After 100 cycles, a specific capacity of ∼180mAhg−1 is retained for the 1.5μm paper; in contrast, only ∼65mAhg−1 remains for the 10μm paper. The capacity decline with the paper thickness is associated with the dense restacking of graphene nanosheets and a large aspect ratio of the paper. The effective Li+ diffusion distance in graphene paper is mainly controlled by the thickness of the paper, and the diffusion proceeds mainly in in-plane direction, cross plane diffusion is restrained. As such, the effective contact of graphene nanosheets with electrolyte is limited and the efficiency of carbon utilization is very low in the thick papers.