Highly porous, N-doped graphene foam is synthesized by chemical vapor deposition process on nickel foam. The voids of the graphene foam can be filled with curved graphene sheets by impregnating the nickel foam template with micrometer-sized nickel powder. Subsequent etching of nickel produces a graphene "eggshells"-in-graphene foam structure. The reversible capacity of such graphene foam when used as anode in lithium ion battery is improved by the presence of graphene "eggshells", as compared to the unfilled foam. The improvement is attributed to the higher rate of lithium diffusion, better buffering of strain associated with lithiation/delithiation and higher volumetric energy density of the unique eggshell-in-graphene foam structure.