Two kinds of functionalized graphene sheets were produced by thermal exfoliation of graphite oxide. The first kind of functionalized graphene sheets was obtained by thermal exfoliation of graphite oxide at low temperature in air. The second kind was prepared by carbonization of the first kind of functionalized graphene sheets at higher temperature in N2. Scanning electron microscopy images show that both two kinds of samples possess nanoporous structures. The results of N2 adsorption–desorption analysis indicate that both of two kinds of samples have high BET surface areas. Moreover, the second kind of functionalized graphene sheets has a relatively higher BET surface area. The results of electrochemical tests is as follows: the specific capacitance values of the first kind of functionalized graphene sheets in aqueous KOH electrolyte are about 230Fg−1; the specific capacitance values of the second kind of functionalized graphene sheets with higher BET surface areas are only about 100Fg−1; however, compared with the first kind of functionalized graphene sheets, the second kind has a higher capacitance retention at large current density because of its good conductive behaviors; furthermore, in non-aqueous EC/DEC electrolyte, the specific capacitance values of the first kind sample and the second kind sample are about 73Fg−1 and 36Fg−1, respectively.