Pyrite FeS2 was synthesized through a simple, cost effective solvothermal method. NaOH was used in the synthesis, which plays a crucial role as a pH regulator. The formation of pyrite FeS2 was confirmed through XRD, Raman Spectroscopy and FTIR. SEM results showed the formation of octahedral shaped particles with slight truncated edges. Thermogravimetric Analysis was performed to determine the properties of the material. The electrochemical studies were performed with a three electrode system to explore its supercapacitive behavior using 1 M Na2SO4 and 3.5 M KOH aqueous electrolytes. The electrochemical tests indicated that pyrite FeS2 exhibits a specific capacitance of 260 F/g at 1 A/g with an energy density of 46.8 Wh/kg. The good capacitance and high energy density makes it suitable to be used as an efficient electrode material for supercapacitors.