Supercapacitors (SCs) are important devices for energy storage because they provide a higher power density as compared to that of batteries. However, SCs with high energy density and good flexibility are still under development. In this study, we fabricated MnO2-coated Carbon nanotube (CNT)-embedded carbon nanofiber (CNF) (referred to as MnO2/CNF-CNT) core.shell cables to investigate pseudo-capacitators, while activated CNF-CNTs obtained by CO2 activation was used for Electrical double-layer capacitors (EDLCs). Owing to the unique structure of the materials and high electrical conductivity of the CNTs on the CNFs, a specific capacitance of 483.5 F/g was achieved using MnO2/CNF-CNT mat with 1 M Na2SO4 aqueous electrolyte at 0.5 A/g. A flexible MnO2/CNF-CNT supercapacitor was assembled, which was binder-free, electrically conductive media-free, and current collector-free. Further an asymmetric supercapacitor was assembled with the MnO2/CNF-CNT mat and activated CNF-CNT mat in an ionic liquid (1-ethyl-3-methylimidazolium bis (trifluoromethylsulfonyl) imide) electrolyte. The maximum specific capacitance of, energy density of and power density of 94.25 F/g, 209.4 Wh/kg and 1000 W/kg can be achieved with the asymmetric supercapacitor at 0.5 A/g and 4.0 V. We believe that these materials have significant potential for use in light-weight and flexible SCs.