A single-step fabrication of ZnSb nanostructures using template-free electrochemical deposition was developed. Results have indicated that ZnSb nanoflakes, nanowires, or nanoparticles with controlled composition could be obtained by adjusting the precursor concentration, applied voltage, and substrate type. The ZnSb nanostructures deposited on Cu foils were directly used as Li-ion battery anodes without the addition of any binder. Electrochemical analyses revealed that the interconnected ZnSb nanoflakes depicted high discharge capacities and a stable performance, which were better than that of ZnSb nanowires and nanoparticles. With an initial discharge capacity of 735 mA h/g and an initial Columbic efficiency of 85%, the ZnSb nanoflakes maintained a discharge capacity of 500 mA h/g with a Coulombic efficiency of 98% after 70 cycles at a current density of 100 mA/g (0.18 C). The ZnSb nanowires and nanoparticles showed a capacity of 190 and 40 mA h/g, respectively, after 70 cycles at the same current density. The improved performance of the inter-connected ZnSb nanoflakes is attributed to their open structure, with a large surface area and small crystal grains, to facilitate the diffusion of Li ions and to buffer the large volume swings during the lithium intercalation process.