In the present paper, multi-walled carbon nanotubes (MWCNTs) are successfully assembled on graphite felt (GF) using sucrose pyrolysis method for the first time. The in situ formed pyrolytic carbon is chosen as the binder because it is essentially carbon materials as well as CNTs and GF which has a natural tendency to achieve high bonding strength and low contact resistance. The MWCNTs/GF electrode is demonstrated to increase surface area, reduce polarization, lower charge transfer resistance and improve energy conversion efficiency comparing with GF. This excellent electrochemical performance is mainly ascribed to the high electro-catalytic activity of MWCNTs and increasing surface area.