A simple approach of self-rolled fluorinated graphene nanosheets (srFGN) was reported in this work. Notably, the preparation of the specific srFGN showed interesting solvent-sensitive characteristics. The research findings revealed that when an aprotic solvent was used, e.g., dimethyl sulfoxide (DMSO), the interesting srFGN was obtained readily, which was characterized by different technologies. Cathode application for primary lithium-ion batteries (LIBs) of the prepared srFGN nanoscrolls was also studied in this work, which exhibited elevated energy density (e.g., 2287.9 Wh·kg−1), excellent discharge specific capacity and reliable discharge platform, indicating it a cheap and hyperdensity cathode material for primary LIBs.