Major breakthroughs in batteries would require the development of new composite electrode materials, with a precisely controlled nanoscale architecture. However, composites used for energy storage are typically a disordered bulk mixture of different materials, or simple coatings of one material onto another. We demonstrate here a new technique to create complex hierarchical electrodes made of multilayers of vertically aligned nanowalls of hematite (Fe2O3) alternated with horizontal spacers of reduced graphene oxide (RGO), all deposited on a 3D, conductive graphene foam. The RGO nanosheets act as porous spacers, current collectors and protection against delamination of the hematite. The multilayer composite, formed by up to 7 different layers, can be used with no further processing as an anode in Li-ion batteries, with a specific capacity of up to 1175 μA h cm-2 and a capacity retention of 84% after 1000 cycles. Our coating strategy gives improved cyclability and rate capacity compared to conventional bulk materials. Our production method is ideally suited to assemble an arbitrary number of organic-inorganic materials in an arbitrary number of layers.