To meet the requirements for the mechanical and electrochemical performance for carbon fiber-based (CF-based) composite electrode materials in the structural lithium-ion batteries application, better CF-based composite is urgently needed. Herein, we report a novel hierarchical structure formed by wrinkled reduced graphene oxide/tin oxide (rGO/SnO2) coating wrapping on the surface of CF for the first time via a facile self-assembly approach and subsequent annealing treatment. Although the mass ratio of rGO/SnO2 coating in this composite is only about 12.8%, it exhibits excellent tensile strength which is up to 5.01 GPa and cycling stability including a high reversible capacity of 369 mAh g(-1) at 100 mA g(-1), which increases 230% than that of the CF. Besides, the morphology of this composite after 100 cycles is firstly observed to further confirm it still maintains a layered and fibrous structure. The excellent properties may benefit from the design of hierarchical hybrid rGO/SnO2 coating and the synergistic effects of SnO2, rGO and CF.