In this paper, we report a facile Stöber-like method to prepare the ultra-dispersed Fe3O4 nanoparticles (3-8nm) on the reduced graphene oxide (RGO) sheet by using Iron (III) acetylacetonate (Fe(acac)3) as the iron precursor. This strategy provides a facile and environmentally friendly method for the large-scale synthesis of Fe3O4/RGO without any additional reductants and organic surfactants. The prepared hybrid materials are used as the Photo-Fenton catalyst to display a high and stable performance for the recyclable degradation of methyl orange pollutant, owing to the high conversion efficiency of Fe3+/Fe2+ and the magnetic property of Fe3O4. Furthermore, the hybrids also show superior lithium storage performance with large reversible capacity, excellent cyclic performance (624mAhg-1 for up to 50 charge/discharge cycles at a current density of 0.1Ag-1), and good rate capability (624 and 415mAhg-1 at 0.1 and 2.4Ag-1, respectively) as an anode material, owing to its superior electrical conductivity, high surface area, excellent electrode homogeneity and dispersity. We believe that the involved Stöber-like pre-treatment method can be further extended to prepare various metal oxides/graphene composites with promising applications across a broad range of catalysis, sensors, supercapacitors, and batteries.