Formation of vanadium oxide nanofilm-coated graphene oxide (GO) is achieved by thermally induced explosive disintegration of a microcrystalline ammonium peroxovanadate-GO composite. GO sheets isolate the microcrystalline grains and capture and contain the microexplosion products, resulting in the deposition of the nanoscale products on the GO. Thermal treatment of the supported nanofilm yields a sequence of nanocrystalline phases of vanadium oxide (V3O7, VO2) as a function of temperature. This is the first demonstration of microexplosive disintegration of a crystalline peroxo compound to yield a nanocoating. The large number of recently reported peroxide-rich crystalline materials suggests that the process can be a useful general route for nanofilm formation. The V3O7@GO composite product was tested as a sodium ion battery anode and showed high charge capacity at high rate charge-discharge cycling (150 mAh g-1 at 3000 mA g-1 vs 300 mAh g-1 at 100 mA g-1) due to the nanomorphology of the vanadium oxide.