High-performance fiber architectures and the incorporation of active nanomaterials are fundamental to advancing fiber-based supercapacitors. Herein, we rationally designed a multifunctional graded structured fibrous electrode with copper phosphosulfide nanosheets (CuS|P NSs) in situ growth on a Cu-coated graphene fiber (CuS|P-CuGFs) for highly energy-dense asymmetric supercapacitors. In particular, applying a Cu-metal coating on the graphene fiber effectively enhanced the electrode conductivity and mechanical durability with a minimum compromise over density. Moreover, the interconnected CuS|P NSs exhibited enhanced redox activity and facilitated ion transport and accumulation. As a result, the CuS|P-CuGF fiber electrodes exhibited high electrical conductivity (697.8 S cm −1 ), appreciable mechanical strength (285.0 ± 8.4 MPa), and superior electrochemical performance. Significantly, the fiber electrodes demonstrated an outstanding specific capacitance of 1460.9 mF cm −2 at a current density of 3 mA cm −2 in a 3 M KOH aq electrolyte. Moreover, when assembled in an asymmetric supercapacitor, the device exhibited an areal energy density as high as 15.3 μW h cm −2 at a power density of 1.1 mW cm −2 along with excellent bending stability (94.3% retention of the capacitance after 500 cycles of bending at R = 10 mm). The featured work thus provides a facile but robust fiber electrode design method to realize highly energy-dense flexible energy storage devices.