A new self-supporting material contained nanorods α-FeOOH and three-dimensional skeleton graphene foam (3D Graphene Foam, 3DGF) was prepared by hydrothermal method. The growth mechanism and phase change rules of nanorods α-FeOOH@3DGF were studied to obtain the electrochemical lithium storage performance. The results showed that growth mechanism of nanorods α-FeOOH was accompanied by the consumption of nanoparticles β-FeOOH. If the hydrothermal time reached to 12 h, the nanoparticle β-FeOOH phase completely disappeared with only rod-shaped α-FeOOH@3DGF single phase obtained. Rod-shaped α-FeOOH@3DGF was used as anode material of lithium-ion batteries and the reversible specific capacity remained at about 305 mAh·g−1 after charging and discharging 250 times at 500 mA·g−1, with significantly cycling stability compared with that of the monomaterial α-FeOOH.