According to the Environmental Protection Agency’s National Emissions Inventory Report, hundreds of thousands of tons of particulate matter (PM2.5) are released by diesel combustion per year. The toxic PM2.5 air pollution causes serious public health problems and is responsible for millions of worldwide deaths each year. This study investigates the electrochemical energy storage capability of annealed soot PM originating from diesel exhaust. Soot composite electrodes were utilized as anode electrodes and cycled against Li counter electrodes. X-ray diffraction and Raman spectroscopy showed the graphitized carbon structure of the annealed soot particles. The cycle life and rate-capability of the electrodes were investigated via galvanostatic cycling tests. The electrodes exhibited excellent rate performance with discharge capacities of 235, 195, 150, 120, and 80 mAh/g when cycled at rates of 1C, 2C, 5C, 10C, and 20C, respectively. The electrode demonstrated an initial discharge capacity of 154 mAh/g at 4C rate with a capacity retention of almost 77% after 500 cycles. Raman analysis confirms the retention of structural ordering in the soot carbon after 500 cycles. Kinetic analysis, obtained through cyclic voltammetry at different scan rates, indicates pseudocapacitive charging behavior in the soot composite electrode. The study provides a viable pathway towards a sustainable energy-environment by converting an abundant toxic pollutant into a valuable electrode material for Li-ion batteries.