Submicro-/nano-sized MnF2 rods and hierarchical CoF2 cuboids are respectively synthesized via a facile precipitation method assisted by ionic liquid under a mild condition. The as-prepared MF2 (M = Mn, Co) submicro/nanoparticles exhibit impressive specific capacitance in 1.0 M KOH aqueous solution, especially at relatively high current densities, e.g. 91.2, 68.7 and 56.4 F g−1 for MnF2, and 81.7, 70.6 and 63.0 F g−1 for CoF2 at 5, 8 and 10 A g−1, respectively. The mechanism of striking capacitance of MF2 is clarified on the basis of analysing the cycled electrodes by different characterization techniques. Such remarkable capacitance is ascribed to the redox reactions between MF2 and MOOH in aqueous alkaline electrolytes, which can not be obtained in aqueous neutral electrolytes. This study for the first time provides direct evidences on the pseudocapacitance mechanism of MF2 in alkaline electrolytes and paves the way of application of transition metal fluorides as electrodes in supercapacitors.