Electrospun carbon nanofiber/graphene (CNF/G) composites are prepared by in situ electrospinning polymeric nanofibers with simultaneous spraying graphene oxide, followed by heat treatment. The freestanding carbon nanofiber web acts as a framework for sustaining graphene, which helps to prevent the agglomeration of graphene and to provide a high conductivity for the efficient charge transfer to the pores. The as-obtained CNF/G composite exhibits a specific capacitance of 183 F g−1, which is approximately 1.6 times higher than that of the pristine CNF. The results have demonstrated that the high performance of the CNF/G composite is due to the novel structure and the synergic effect of graphene and the carbon nanofibers.