A 3D structured composite of carbon nanofibers@MnO2 on copper foil is reported here as a binder free anode of lithium ion batteries, with high capacity, fast charge/discharge rate and good stability. Carbon nanofiber yarns were synthesized directly over copper foil through a floating catalyst method. The growth of carbon nanofiber yarns was significantly enhanced by mechanical polishing of the copper foils, which can be attributed to the increased surface roughness and surface area of the copper foils. MnO2 was then grown over carbon nanofibers through spontaneous reduction of potassium permanganate by the carbon nanofibers. The obtained composites of carbon nanofibers@MnO2 over copper foil were tested as an anode in lithium ion batteries and they show superior electrochemical performance. The initial reversible capacity of carbon nanofibers@MnO2 reaches up to around 998 mAh·g−1 at a rate of 60 mmA·g−1 based on the mass of carbon nanofibers and MnO2. The carbon nanofibers@MnO2 electrodes could deliver a capacity of 630 mAh·g−1 at the beginning and maintain a capacity of 440 mmAh·g−1 after 105 cycles at a rate of 600 mA·g−1. The high initial capacity can be attributed to the presence of porous carbon nanofiber yarns which have good electrical conductivity and the MnO2 thin film which makes the entire materials electrochemically active. The high cyclic stability of carbon nanofibers@MnO2 can be ascribed to the MnO2 thin film which can accommodate the volume expansion and shrinking during charge and discharge and the good contact of carbon nanofibers with MnO2 and copper foil.