We have reported fast and simple synthesis of electrochemically reduced graphene oxide nanosheets (ErGO NSs)-embedded-palladium nanoparticles (Pd-E-ErGO) hybrids on nickel (Ni) sheet for high performance electrochemical supercapacitors (SCs) electrode. The Pd-E-ErGO hybrids material was successfully prepared by facile and one-pot in-situ electrochemical reduction and deposition using water as solvent in which palladium nanoparticles (Pd NPs) were uniformly embedded inside 2D-nanosheets of ErGO. During electrochemical reduction, graphene oxide nanosheets were reduced into ErGO NSs and PdCl2 ionized to form Pd2+ which attracted to the negative oxygen containing functional groups of ErGO NSs then reduced to form Pd NPs which embedded completely between ErGO NSs structure. The surface/structural morphology of Pd-E-ErGO hybrids was characterized by X-ray diffraction (XRD), scanning electron microscope (SEM), transmission electron microscope (TEM), energy-dispersive X-ray spectroscopy (EDS) and Raman spectroscopy. The proportions of elements present in hybrids were determined by EDS and thermogravimetric analysis (TGA). As an application, the synthesized Pd-E-ErGO hybrids revealed enhanced electrochemical performance as high specific capacitance with excellent cycling stability which was very significant for electrochemical SCs. The Pd-E-ErGO hybrids electrode fulfills an approving specific capacitance value of 1524.7 F/g at a scan rate of 20 mV/s and improved cycling stability of 92.1% capacitance retention after 2000 cycles in the three-electrode setup. The electrochemical synthesis of Pd-embedded-graphene derivatives structure as well as improved electrochemical performance for SCs opens up a new idea to prepare electrode materials.