Disclosed is an electrode for an electrochemical energy storage device, the electrode comprising a self-supporting layer of a mixture of graphene sheets and spacer particles and/or binder particles, wherein the electrode is prepared without using water, solvent, or liquid chemical. The graphene electrode prepared by the solvent-free process exhibits many desirable features and advantages as compared to the corresponding electrode prepared by a known wet process. These advantages include a higher electrode specific surface area, higher energy storage capacity, improved or higher packing density or tap density, lower amount of binder required, lower internal electrode resistance, more consistent and uniform dispersion of graphene sheets and binder, reduction or elimination of undesirable effect of electrolyte oxidation or decomposition due to the presence of water, solvent, or chemical, etc.