At present, the topic of building high-performance, miniaturized and mechanically flexible energy storage modules which can be directly integrated into textile based wearable electronics is a hotspot in the wearable technology field. In this paper, we reported a highly flexible fiber-shaped electrode fabricated through a one-step convenient hydrothermal process. The prepared graphene hydrogels/multi-walled carbon nanotubes-cotton thread derived from natural cotton thread is electrochemically active and mechanically strong. Fiber-shaped supercapacitor based on the prepared fiber electrodes and polyvinyl alcohol-H3PO4 gel electrolyte exhibits good capacitive performance (97.73 μF cm−1 at scan rate of 2 mV s−1), long cycle life (95.51% capacitance retention after 8000 charge-discharge cycles) and considerable stability (90.75% capacitance retention after 500 continuous bending cycles). Due to its good mechanical and electrochemical properties, the graphene hydrogels/multi-walled carbon nanotubes-cotton thread based all-solid fiber-shaped supercapacitor can be directly knitted into fabrics and maintain its original capacitive performance. Such a low-cost textile thread based versatile energy storage device may hold great potential for future wearable electronics applications.