Dense carbon materials with fast sodium storage performance are strongly desired for developing high-energy and high-power devices, but remain challenging because of the sluggish Na+ transport kinetics. Herein, we report that the defect density and sp2 cluster size of dense graphene blocks (DGB) can be elaborately modulated by ball-milling to achieve both high gravimetric and volumetric capacities and outstanding rate performance for Na+ storage. The loose graphene flakes are cut into small platelets with enriched defects and simultaneously densified by mechanical forces, leading to abundant active sites for Na+ storage, controlled sp2 size as conductive networks, and large interlayer spacing for fast Na+ transport. The DGB performs a novel capacitive Na+ storage with high capacities of 507 mAh g−1 and 397 mAh cm−3 at 50 mA g−1, and an ultrahigh rate of 181 mAh g−1 at 10 A g−1. It also shows a remarkable cycle stability due to the strongly-coupled layer structure. The comprehensive performance is superior to most of the reported carbons. The Na-ion capacitor delivers an ultrahigh energy density of 45 Wh kg−1 even at 14,205 W kg−1. Our work broadens the avenue for preparing advanced carbon materials for compact Na+ storage.