Because of the excellent intrinsic properties, especially the strong mechanical strength, extraordinarily high surface area and extremely high conductivity, graphene is deemed as a versatile building block for fabricating functional materials for energy production and storage applications. In this article, the recent progress in the assembly of binder-free and self-standing graphene-based materials, as well as their application in supercapacitors are reviewed, including electrical double layer capacitors, pseudocapacitors, and asymmetric supercapacitors. Various fabrication strategies and the influence of structures on the capacitance performance of 3D graphene-based materials are discussed. We finally give concluding remarks and an outlook on the scientific design of binder-free and self-standing graphene materials for achieving better capacitance performance.