Design and fabrication of effective electrode structure is essential but still challenge for current lithium-ion battery technology. Herein we report the design and fabrication of a class of high-performance robust nanocomposites based on iron oxide spheres and carbon nanotubes (CNTs). An efficient aerosol-spray process combined with vacuum filtration was used to synthesize such composite architecture, where oxide nanocrystals were assembled into a continuous carbon skeleton and entangled in porous CNT networks. This material architecture offers many critical features that are required for high-performance anodes, including efficient ion transport, high conductivity and structure durability, therefore enabling electrode with outstanding lithium storage performance. For example, such an electrode with thickness of ~35 μm could deliver a specific capacity of 994 mA h g-1 (based on total electrode weight), and high recharging rates. This effective strategy can be extended to construct many other composite electrodes for high-performance lithium-ion batteries.