As an attractive supercapacitor material, MnO2 greatly suffers poor conductivity and unsatisfied stability. In this work, double-shelled poly(3,4-ethylenedioxythiophene) (PEDOT) and MnO2 decorated Ni nanotube arrays (NTAs) are successfully synthesized by a simple electrodeposition strategy, endowing the hybrid with remarkably improved conductivity and prolonged durability. As a self-supported electrode, the resulting PEDOT@MnO2@NiNTAs exhibits outstanding electrochemical properties, including high mass capacitance (based on MnO2 mass, 442.85 F g−1 at 2.5 A g−1) and excellent cycling stability (80.37% capacitance retention after 15000 cycles). Furthermore, when assembling an asymmetric supercapacitor with the PEDOT@MnO2@NiNTAs and activated carbon (AC), the device affords a voltage window up to 1.7 V and delivers a large volumetric capacitance (1.47 F cm−3 at 4 mA cm−3) and high energy density (0.59 mWh cm−3 at power density of 84.96 mW cm−3), indicating its great potential in practical supercapacitor applications.