Hybrid structures combining graphene nanosheets (GNSs) and metal oxide nanoparticles (NPs) are increasingly attracting researchers due to their potential applications in electrochemical energy storage. Such hybrid structures reported thus far are mostly in random organizations of nanosheets anchored with NPs and macroscopically exist in powder aggregates. In this work, a sandwich structure of GNSs and oxide NPs that are macroscopically a free-standing membrane is reported, and a multi-step strategy conducted under “homogenous” and “mild” conditions is developed to ensure the successful fabrication of the membrane-like structure. Both components, tightly fixed NPs and planar GNSs as the skeleton of such sandwich structures, can avoid aggregation or stacking during electrochemical charge–discharge cycling, which effectively maintains the active surface and leaves stable and open channels for ion transport. Such a layered sandwich structure also acts as an ideal strain buffer to accommodate volume changes of the NPs in a fixed direction, and thus has a better resilience and structural stability in the electrochemical charge/discharge process. Hence, such a GNS/NP sandwich structure represents an ideal structure for electrochemical energy storage and a solution for easy manipulation for various applications due to the membrane morphology.