Electrochemical capacitors represent a new class of charge storage devices that can simultaneously achieve high energy density and high power density. Previous reports have been primarily focused on the development of high performance capacitor electrodes. Although these electrodes have achieved excellent specific capacitance based on per unit mass of active materials, the gravimetric energy densities calculated based on the weight of entire capacitor device were fairly small. This is mainly due to the large mass ratio between current collector and active material. We aimed to address this issue by a two-fold approach of minimizing the mass of current collector and increasing the electrode performance. Here we report an electrochemical capacitor using 3D graphene hollow structure as current collector, vanadium sulfide and manganese oxide as anode and cathode materials, respectively. 3D graphene hollow structure provides a light-weight and highly conductive scaffold for deposition of pseudocapacitive materials. The device achieves an excellent active material ratio of 24%. Significantly, it delivers a remarkable energy density of 7.4 Wh/kg (based on the weight of entire device) at the average power density of 3000 W/kg. This is the highest gravimetric energy density reported for asymmetric electrochemical capacitors at such a high power density.