Abstract Energy‐storage materials can be assembled directly on the electrodes of a battery using electrochemical methods, this allowing sequential deposition, high structural control, and low cost. Here, a two‐step approach combining electrophoretic deposition (EPD) and cathodic electrodeposition (CED) is demonstrated to fabricate multilayer hierarchical electrodes of reduced graphene oxide (rGO) and mixed transition metal sulfides (NiCoMnS x ). The process is performed directly on conductive electrodes applying a small electric bias to electro‐deposit rGO and NiCoMnS x in alternated cycles, yielding an ideal porous network and a continuous path for transport of ions and electrons. A fully rechargeable alkaline battery (RAB) assembled with such electrodes gives maximum energy density of 97.2 Wh kg −1 and maximum power density of 3.1 kW kg −1 , calculated on the total mass of active materials, and outstanding cycling stability (retention 72% after 7000 charge/discharge cycles at 10 A g −1 ). When the total electrode mass of the cell is considered, the authors achieve an unprecedented gravimetric energy density of 68.5 Wh kg −1 , sevenfold higher than that of typical commercial supercapacitors, higher than that of Ni/Cd or lead–acid Batteries and similar to Ni–MH Batteries. The approach can be used to assemble multilayer composite structures on arbitrary electrode shapes.