Graphene oxide (GO)-modified polypyrrole (PPy) coatings were obtained by electrochemical methods in the presence of the anionic surfactant, sodium dodecyl sulfate (SDS). The structure, morphology, and electrochemical properties of the coatings were assessed by Fourier transform infrared (FTIR) spectroscopy, Raman spectroscopy, scanning electron microscopy (SEM) and cyclic voltammetry at varying scan rates, respectively. The properties of the obtained coatings were analyzed with the GO and PPy loadings and electrodeposition mode. The hybrid coatings obtained galvanostatically showed a coarser appearance than those deposited by cyclic voltammetry CV mode and improved performance, respectively, which was further enhanced by GO and PPy loading. The capacitance enhancement can be attributed to the SDS surfactant that well dispersed the GO sheets, thus allowing the use of lower GO content for improved contribution, while the choice of suitable electrodeposition parameters is highly important for improving the applicability of GO-modified PPy coatings in energy storage applications.