A simple electrophoretic deposition method was developed to prepare graphene oxide (GO) films on the frameworks of nickel foam without any conductive agents and polymer binders. Then, GO was transformed into thermally-reduced graphene oxide (RGO) at an appropriate temperature. The effects of deposition voltage and thermal reduction temperature on the electrochemical properties of RGO were investigated by cyclic voltammetry (CV) and galvanostatic charge/discharge. The appropriate combination of deposition voltage and thermal reduction temperature was established. Moreover, scanning electron microscopy, thermal gravimetric analysis, differential thermal analysis, Fourier transform infrared spectroscopy, Raman spectroscopy, and X-ray diffractometry were applied to validate the results, which showed that the highest specific capacitance of RGO was obtained when the deposition voltage was 60 V and the thermal reduction temperature was 300 °C. The specific capacitance values calculated by CV and galvanostatic charge/discharge were 139 F·g−1 (0.005 V·s−1) and 151 F·g−1 (1 A·g−1), respectively. The specific capacitance of RGO maintained 55% and 66% of the initial value when the scan rate and the current density were increased up to 0.3 V·s−1 and 10 A·g−1, respectively. RGO also displayed an excellent cycling stability by maintaining 98% of the initial specific capacitance after 500 cycles.