Hierarchical structures are abundant in nature, such as in the superhydrophobic surfaces of lotus leaves and the structural coloration of butterfly wings. They consist of ordered features across multiple size scales, and their unique properties have attracted enormous interest in wide-ranging fields, including energy storage, nanofluidics, and nanophotonics. Femtosecond lasers, capable of inducing various material modifications, have shown promise for manufacturing tailored hierarchical structures. However, existing methods such as multiphoton lithography and 3D printing using nanoparticle-filled inks typically involve polymers and suffer from high process complexity. Here, we demonstrate 3D printing of hierarchical structures in inorganic silicon-rich glass featuring self-forming nanogratings. This approach takes advantage of our finding that femtosecond laser pulses can induce simultaneous multiphoton crosslinking and self-formation of nanogratings in hydrogen silsesquioxane (HSQ). The 3D printing process combines the 3D patterning capability of multiphoton lithography and the efficient generation of periodic structures by the self-formation of nanogratings. We 3D-printed micro-supercapacitors with large surface areas and a remarkable areal capacitance of 1 mF/cm² at an ultrahigh scan rate of 50 V/s, thereby demonstrating the utility of our 3D printing approach for device applications in emerging fields such as energy storage.