A sustainable solid-state strategy of SPEX milling is developed to coat metal oxide (e.g., Fe3O4) with tunable layers of graphene, and a new hierarchical core-shell structured Fe3O4@graphene composite is constructed. The presented green process can preserve the physicochemical properties of metal (oxide) nanocrystals well while conveniently modifying them with graphene carbon, which is unique from the conventional approaches carried out in the solution followed by high temperature calcinations/carbonization. This strategy is environmental-friendly, cost-effective and feasible to extend for preparing more metal (oxide)-graphene materials readily with controllable layers of graphene. In energy storage applications, as-prepared Fe3O4@graphene only modified with 10 wt% of graphene can show greater capacity of 283 mAh g−1 at 100 mA g−1 with capacity retention of 84% over 100 cycles in sodium battery (vs. 17% of pristine Fe3O4). As an appealing nonflammable anode, a completely new full battery of Fe3O4@graphite/Na2.4Fe1.8(SO4)3 is assembled, and an impressive energy density beyond 300 Wh kgcathode−1 with a high working voltage of 3.2 V is attained. Such kind of green battery comprising from the earth-abundant elements (i.e., Na, Fe, S and O) can demonstrate extremely long cycle ability over 500 cycles and robust rate capability even to 10 C (where 1 C define as 108 mA gcathode−1) which are rarely reported before.