Limited by the size of microelectronics, as well as the space of electrical vehicles, there are tremendous demands for lithium-ion batteries with high volumetric energy densities. Current lithium-ion batteries, however, adopt graphite-based anodes with low tap density and gravimetric capacity, resulting in poor volumetric performance metric. Here, by encapsulating nanoparticles of metallic tin in mechanically robust graphene tubes, we show tin anodes with high volumetric and gravimetric capacities, high rate performance, and long cycling life. Pairing with a commercial cathode material LiNi_0.6Mn_0.2Co_0.2O₂, full cells exhibit a gravimetric and volumetric energy density of 590 W h Kg^-1 and 1,252 W h L^-1, respectively, the latter of which doubles that of the cell based on graphite anodes. This work provides an effective route towards lithium-ion batteries with high energy density for a broad range of applications.