A facile and controllable approach has been developed to synthesize three-dimensional (3D) graphene-based monoliths. Here, as a proof-of-concept experiment, self-assembled 3D CoO/graphene sheets (CoO/GS) composites with porous structures have been successfully fabricated in an ethanol medium by a one-step, in situ growth, solvothermal method. During the process, the in situ nucleation and growth of CoO particles on GS were tuned by the formation of a 3D GS network. In the as-prepared composites, the self-assembled 3D GS network around the CoO particles can not only provide a 3D conductive matrix, but also buffer the volume changes of CoO and restrain the aggregation of CoO particles during charge-discharge cycling. The CoO particles, which are uniformly anchored into the 3D GS framework, can also act as spacers to effectively avoid the close restacking of GS. Compared to the bare CoO, the 3D CoO/GS composites as Li-ion battery anodes show dramatically improved electrochemical performance, including cycling stability and rate capability, owing to the unique self-assembled 3D structure and the superior synergistic effect between the two components. Such a synthesis strategy can be a promising route to produce diverse 3D graphene-based monoliths in various solvents.