A novel chitin–ethylene glycol hybrid gel was prepared as a hydrogel electrolyte for electrical double-layer capacitors (EDLCs) using 1-butyl-3-methylimidazolium acetate [Bmim][Ac] as a chitin solvent. Examination of the morphology and topography of the chitin–EG membrane showed a homogeneous and smooth surface, while the thickness of the membrane obtained was 27 µm. The electrochemical performance of the chitin–EG hydrogel electrolyte was investigated by cyclic voltammetry and galvanostatic charge/discharge measurements. The specific capacitance value of the EDLC with chitin–EG hydrogel electrolyte was found to be 109 F g−1 in a potential range from 0 to 0.8 V. The tested hydrogel material was electrochemically stable and did not decompose even after 10,000 GCD cycles. Additionally, the EDLC test cell with chitin–EG hydrogel as electrolyte exhibited superior capacitance retention after 10,000 charge/discharge cycles compared with a commercial glass fiber membrane.