Novel nanowall arrays of hydrous manganese dioxide MnO2 · 0.5H2O are deposited onto cathodic substrates by the potentiostatic method from a mixed aqueous solution of manganese acetate and sodium sulfate. The deposition is induced by a change of local pH resulting from electrolysis of H2O, and hierarchical mesoporous nanowall arrays are formed as a result of simultaneous precipitation of manganese hydroxide and release of hydrogen gas bubbles from the cathode. The morphology and lithium ion intercalation properties are found to change appreciably with the concentration of the precursor electrolyte, with a significant reduction in specific surface area with an increased precursor concentration. For example, mesoporous nanowall arrays deposited from 0.1 M solution possess a surface area of ∼96 m2 g−1 and exhibit a stable high intercalation capacity of 256 mA hg−1 with a film of 0.5 µm in thickness, far exceeding the theoretical limit of 150 mA hg−1 for manganese dioxide bulk film. Such mesoporous nanowall arrays offer much greater energy storage capacity (e.g., ∼230 mA hg−1 for films of ∼2.5 µm) than that of anodic deposited films of the same thickness (∼80 mA hg−1). Such high lithium ion intercalation capacity and excellent cyclic stability of the mesoporous nanowall arrays, especially for thicker films, are ascribed to the hierarchically structured macro‐ and mesoporosity of the MnO2 · 0.5H2O nanowall arrays, which offer large surface to volume ratio favoring interface Faradaic reactions, short solid‐state diffusion paths, and freedom to permit volume change during lithium ion intercalation and de‐intercalation.