Carbon nanotube/graphene oxide (CNT/GO) hybrid electrodes were synthesized via layer-by-layer (LBL) self-assembly. Transmission electron microscopy (TEM), field emission scanning electron microscopy (FESEM), atomic force microscopy (AFM) and scanning electron microscopy (SEM) were carried out to characterize their microstructures, while Raman and Fourier transform infrared (FTIR) spectroscopy were used to investigate surface characteristics of the as-prepared samples. A 4-point probe was used to measure the electrical conductivities of the samples. Electrochemical properties of the CNT/GO hybrid electrodes were measured by cyclic voltammetry (CV), charge–discharge tests and electrochemical impedance spectroscopy (EIS). It was found that LBL self-assembled technique could directly synthesize CNT/GO hybrid materials on copper foils without any additives and the energy stored in these hybrid electrodes could be controlled by the electrode thickness. The electrode with a thickness of only 917.0nm delivered a reversible capacity of 0.265mAhcm−2 at a current density of 0.01mAcm−2. Even at a higher current density of 0.4mAcm−2, it still exhibited a reversible capacity of 0.030mAhcm−2. These CNT/GO hybrid electrodes with thicknesses of less than one micron might be promising candidates for energy storage in micro devices.