In this study, we have demonstrated coordination-driven self-assembly between Fe₃O₄ and graphene sheets under a hydrothermal condition for the simple in situ synthesis of a 3D Fe₃O₄–graphene hybrid architecture (Fe₃O₄/G). Fine hierarchical Fe₃O₄ spheres were homogeneously dispersed and embedded in an interconnected mesoporous framework of graphene sheets. It can be noted that the critical concentration of GO assembly decreased dramatically during the self-assembly of Fe₃O₄, indicating the coordination-driven self-assembly between Fe₃O₄ and GO. When evaluated as an anode material for LIBs, the Fe₃O₄/G hybrid framework demonstrates a high reversible capacity of 1164 mA h g⁻¹ over 500 cycles at a current density of 500 mA g⁻¹ and a remarkable rate capability. The superior electrochemical performance is attributed to a strong adhesion force and synergistic effect between Fe₃O₄ and graphene sheets as well as formation of a 3D interconnected hybrid framework, which offers enhanced kinetics towards electrochemical reactions with lithium ions and provides space for alleviating the huge volume expansion that occurs during charge–discharge cycles.