Hybrid nanomaterials with hierarchical structures have been considered as one kind of the most promising electrode materials for high-performance supercapacitors with high capacity and long cycle lifetime. In this work, multi-dimensional hybrid materials of nickel-cobalt layered double hydroxide (Ni-Co LDH) nanorods/nanosheets on carbon nanofibers (CNFs) were prepared by electrospinning technique combined with one-step solution co-deposition method. Carbon nanofiber membranes were obtained by electrospinning of polyacrylonitrile (PAN) followed by pre-oxidation and carbonization. The successful growth of Ni-Co LDH with different morphologies on CNF membrane by using two kinds of auxiliary agents reveals the simplicity and universality of this method. The uniform and immense growth of Ni-Co LDH on CNFs significantly improves its dispersion and distribution. Meanwhile the hierarchical structure of carbon nanofiber@nickel-cobalt layered double hydroxide nanorods/nanosheets (CNF@Ni-Co LDH NR/NS) hybrid membranes provide not only more active sites for electrochemical reaction but also more efficient pathways for electron transport. Galvanostatic charge-discharge measurements reveal high specific capacitances of 1378.2Fg−1 and 1195.4Fg−1 (based on Ni-Co LDH mass) at 1Ag−1 for CNF@Ni-Co LDH NR and CNF@Ni-Co LDH NS hybrid membranes, respectively. Moreover, cycling stabilities for both hybrid membranes are significantly enhanced compared with those of Ni-Co LDH NR and NS powders. This facile method provides a new strategy for designs and applications of binary transition metal oxides/hydroxides deposited on various substrates for next-generation energy storage devices.