We fabricated the cylindrical hybrid supercapacitors using the pristine H2Ti12O25, carbon coated H2Ti12O25, AlPO4 coated H2Ti12O25, AlPO4-carbon hybrid coated H2Ti12O25, and AlPO4-carbon dual coated H2Ti12O25 as anodes. The electrochemical performances and thermal stability of the hybrid supercapacitors with different surface-modified anodes were investigated. The uniform and ultrathin dual coated H2Ti12O25 maximizes the electrochemical performances with superior thermal stability. The dual coating layer acts as a bridge for the Li ion diffusion and electron conduction and as a barrier to suppress swelling phenomenon from HF attack. Moreover, the partially AlF3 areas at AlPO4 layer, due to the reaction with HF, have positive effects on electrochemical performances. Therefore, the novel design composed of carbon and AlPO4 can be regarded as an effective strategy for anode used in hybrid supercapacitors.