A free‐standing film of manganese oxide/poly(3,4‐ethylenedioxythiophene):poly (styrene sulfonate)/ carbon nanotubes (MnO2/PEDOT:PSS/CNTs) is obtained and directly applied as self‐supporting electrode of supercapacitors. CNTs (modified by ionic liquid) are homogeneously wrapped by conducting polymer PEDOT:PSS. The presence of PEDOT:PSS prevents ultrathin MnO2 nanosheets from restacking as well as promotes them vertical growth and uniform distribution on the surface of PEDOT:PSS/CNTs. The MnO2/PEDOT:PSS/CNTs hybrid electrode which possesses coaxial nanocable structure exhibits significant improvement both in specific capacitance and conductivity compared with CNTs or MnO2/CNTs electrodes. This specific hybrid structure greatly accelerates electrons transport. The specific capacitance of MnO2/PEDOT:PSS/CNTs electrode is 533 Fcm−3 at the current density of 1 mAcm−2, while the specific capacitance values of CNTs and MnO2/CNTs electrodes at the same current density only show 15 and 150 Fcm−3, respectively. The as‐fabricated MnO2/PEDOT:PSS/CNTs hybrid film also exhibits excellent rate capability and cycle stability. For example, the hybrid film shows a specific capacitance of 265 Fcm−3 at current density of 20 mAcm−2, and the high capacitance retention ratio of 129% is achieved after 20000 cycles. Due to its excellent electrochemical properties and good flexibility, MnO2/PEDOT:PSS/CNTs self‐supporting electrode presents promising applications in flexible supercapacitors.