Nowadays, the wide-spread adoption of supercapacitors has been hindered by their inferior energy density to that of batteries. Here we report the use of our pyrolytic-carbon-coated carbon nanotube foams as lightweight, compressible, porous, and highly conductive current collectors in supercapacitors, which are infiltrated with chemically-reduced graphene oxide and later compressed via mechanical and capillary forces to generate the active electrodes. The pyrolytic carbon coatings, introduced by chemical vapor infiltration, wrap around the CNT junctions and increase the surface roughness. When active materials are infiltrated, the pyrolytic-carbon coatings help prevent the π-stacking, enlarge the accessible surface area, and increase the electrical conductivity of the scaffold. Our best-performing device offers 48% and 57% higher gravimetric energy and power density, 14% and 23% higher volumetric energy and power density, respectively, and two times higher knee frequency, than the device with commercial current collectors, while the “true-performance metrics” are strictly followed in our measurements. We have further clarified the solution resistance, charge transfer resistance/capacitance, double-layer capacitance, and Warburg resistance in our system via comprehensive impedance analysis, which will shed light on the design and optimization of similar systems.