Tungsten oxide (WO3) nanorods were grown on pure-graphene (P-graphene) nanosheets using a template-free and surfactant-less hydrothermal process at 200 °C. The synthesis and purity of the synthesized WO3 nanorods-graphene nanostructure was confirmed by UV-vis diffuse reflectance measurements, photoluminescence spectroscopy, X-ray diffraction, Raman spectroscopy, transmission electron microscopy and X-ray photoelectron spectroscopy. The results showed that WO3 nanorods were well distributed over the graphene nanosheets. The photocatalytic activity of the WO3 nanorods–graphene nanostructure was tested for the photocatalytic degradation of the organic model pollutant dye under visible light irradiation. The photocapacitance performance of the as-prepared nanostructure was examined by cyclic voltammetry. The superior photocapacitive and photocatalytic performances of the WO3 nanorods–graphene nanostructure were observed which was mainly attributed to the combination of WO3 nanorods with graphene nanosheets. WO3 nanorods themselves have photocatalytic properties but the overall performance of the WO3 nanorods–graphene nanostructure was significantly improved when WO3 nanorods were combined with the graphene nanosheets because of the fascinating properties such as high mobility of charge carriers and unique transport performance of graphene nanosheets. The robust nanocomposite structure, better conductivity, large surface area, and good flexibility of the WO3 nanorods–graphene nanostructure appears to be responsible for the enhanced performances. This methodology and the highlighted results open up new ways of obtaining photoactive WO3 nanorods–graphene nanostructure for potential practical applications such as visible light-induced photocatalysis and photocapacitive studies.