Because of their unique physical properties, three-dimensional (3D) graphene has attracted enormous attention over the past years. However, it is still a challenge to precisely control the layer thickness of 3D graphene. Here, we report a novel strategy to rationally adjust the wall thickness of ordered mesoporous graphene (OMG). By taking advantage of ligand exchange capability of colloidal Fe3O4 nanocrystals, we are able to fine-tune the wall thickness of OMG from 2 to 6 layers of graphene. When evaluated as electrocatalyst for oxygen reduction reaction upon S and N doping, the 4-layer OMG is found to show better catalytic performance compared with their 2- and 6-layer counterparts, which we attribute to the enhanced exposure of active sites arising from the thin wall thickness and high surface area.