Nano‐structured anhydrous ruthenium oxide (RuO2) thin films were prepared using an electrostatic spray deposition (ESD) technique followed by electrochemical lithiation and delithiation. During the electrochemical lithiation process, RuO2 decomposed to nano‐structured metallic ruthenium Ru with the concomitant formation of Li2O. Nano‐structured RuO2 was formed upon subsequent electrochemical extraction of Li from the Ru/Li2O nanocomposite. Electrochemical lithiation/deliathiation at different charge/discharge rates (C‐rate) was used to control the nano‐structure of the anhydrous RuO2. Electrochemical lithiation/delithiation of the RuO2 thin film electrode at different C‐rates was closely related to the specific capacitance and high rate capability of the nano‐structured anhydrous RuO2 thin film. Nano‐structured RuO2 thin films prepared by electrochemical lithiation and delithiation at 2C rate showed the highest specific capacitance of 653 F g–1 at 20 mV s–1, which is more than two times higher than the specific capacitance of 269 F g–1 for the as‐prepared RuO2. In addition, it showed 14% loss in specific capacitance from 653 F g–1 at 20 mV s–1 to 559 F g–1 at 200 mV s–1, indicating significant improvement in the high rate capability compared to the 26% loss of specific capacitance of the as‐prepared RuO2 electrode from 269 F g–1 at 20 mV s–1 to 198 F g–1 at 200 mV s–1 for the same change in scan rate.