Carbon fiber yarns (CFY) are promising as a new type of flexible building blocks for the construction of flexible architectures for the energy storage applications. The main hurdle with CFY is how to make them high energy and power capable by using economically and environmentally viable materials. Here, we report reduced graphene oxide (rGO) and Prussian blue (PB) coated CFY, derived from a facile electrochemical process at room temperature for supercapacitor electrodes. The PB coated CFY and rGO coated CFY electrodes exhibit the excellent gravimetric capacitance of 339 F/g and 160.2 F/g, respectively, in aqueous KCl electrolyte in three-electrode cell configuration. When we coupled these electrodes inside the flexible plastic tube and separated by the electrolyte wet filter paper in order to construct flexible architecture, the resulting device delivers excellent specific energy of 52.1 Wh/kg and 26.5 Wh/kg with offering specific power of 3100 W/kg and 14400 W/kg respectively, under a wide operating potential of 1.8 V with excellent rate capability. The device shows high tolerance towards bending, and retained its efficiency to the capacitance after being bent at an angle of 360° for 200 bending cycles.