The design of electrodes with simultaneously high compaction density, developed porosity, and structural stability has always been a challenge so as to meet the demand of high volumetric performance lithium ion storage devices. In this paper, we demonstrate a new compositing method for hollow carbon "room" loading of Fe3O4 nanoparticles (HCR@Fe3O4) with the assistance of Na2CO3 salt crystal templates. The as-obtained HCR@Fe3O4 composites have a massive compaction density (1.79 g cm-3), abundant multimodal pores (1.26 cm3 g-1), and a large content of Fe3O4 (64.2 wt%), which leads to excellent volumetric capacitive performance. More importantly, the unique compositing model not only provides a fast transmission channel for Li+ but also alleviates the mechanical strain efficiently through the cavity between the Fe3O4 nanoparticles and the carbon wall. When evaluated as an anode of lithium ion batteries, the resultant HCR@Fe3O4 electrode exhibits a remarkable volumetric capacity of 2044 mA h cm-3 at 0.2 A g-1 and a stable cycle life of 828 mA h cm-3 after 1000 cycles at 5 A g-1. The assembled HCR@Fe3O4//AC lithium ion hybrid capacitor device exhibits a high energy density of 173 W h L-1 at a power density of 190 W L-1, demonstrating its high-level integrated volumetric density/power density.