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The cellulose-based polydopamine modified separator (LID-PDA) and polydopamine/graphene/polypyrrole modified electrode (LID-PDA-GR/PPy) were successfully fabricated by dissolving–regenerating and phase-inversion methods via dopamine polymerization and doping modification of graphene (GR) and polypyrrole (PPy) in a lithium chloride/N,N-dimethylacetamide solvent system. The structure and physical properties of the LID-PDA film material play a positive role in its application in supercapacitor separators and electrodes. The effect of PPy content on the electrochemical performance of the electrode shows that the LID-PDA-GR/PPy-30 electrode has the best performance (2.2 Ω, 237.2 F/g at 0.5 A/g). The cellulose-based supercapacitor assembled from the LID-PDA-GR/PPy-30 electrode and LID-PDA separator shows good electrochemical energy storage properties (439.0 F/g at 0.2 A/g, 36.2 Wh/kg corresponding to 2.2 kW/kg). Based on the microstructural properties of natural and renewable cellulose substrates, combining polymerization and doping to realize the complementarity between materials is meaningful for the application and development of energy storage materials.