Self-supported supercapacitor electrodes with remarkably high specific capacitance have been developed by homogeneously coating polypyrrole (PPy) on multi-walled carbon nanotube (MWCNT) membranes. Polypyrrole can be deposited around the individual MWCNTs in a uniform manner throughout the MWCNT membrane via a pulsed electrochemical deposition method. This approach optimizes the pseudocapacitance of the membrane. Electrochemical data and Raman spectra indicate that the high specific capacitance is not only due to more uniform PPy coating, but also higher redox activity that is likely associated with a more ordered PPy packing. Such composite membranes can be directly used as supercapacitor electrodes without backing metal films or binders. A remarkable specific capacitance of 427Fg−1 has been achieved using 5-s electrodeposition pulses. This technique provides a viable solution for developing high-performance electrical energy storage devices.