Density modulated thin film electrodes, methods of making the same, and applications of the same. The density modulated thin film electrode includes a substrate formed of a current collecting material, and a thin film formed of an electrode material on the substrate. The thin film has a first surface and an opposite, second surface, and a density that is changed with a distance defined from the first surface to a plane in the thin film, the plane being parallel to the first surface. The method includes depositing the electrode material on the substrate to form the thin film, where, during deposition of the electrode material, a pressure of an operating gas is controlled and changed to a predetermined pressure value according to a deposited thickness of the electrode material, so as to make the density of the thin film changed with the distance.