The assembly of aligned carbon nanotubes (CNTs) into fibers (CNTFs) is a convenient approach to exploit and apply the unique physico-chemical properties of CNTs in many fields. CNT functionalization has been extensively used for its implementation into composites and devices. However, CNTF functionalization is still in its infancy because of the challenges associated with preservation of CNTF morphology. Here, we report a thorough study of the gas-phase functionalization of CNTF assemblies using ozone which was generated in situ from a UV source. In contrast with liquid-based oxidation methods, this gas-phase approach preserves CNTF morphology, while notably increasing its hydrophilicity. The functionalized material is thoroughly characterized by Raman spectroscopy, X-ray photoelectron spectroscopy, transmission electron microscopy, and scanning electron microscopy. Its newly acquired hydrophilicity enables CNTF electrochemical characterization in aqueous media, which was not possible for the pristine material. Through comparison of electrochemical measurements in aqueous electrolytes and ionic liquids, we decouple the effects of functionalization on pseudocapacitive reactions and quantum capacitance. The functionalized CNTF assembly is successfully used as an active material and a current collector in all-solid supercapacitor flexible devices with an ionic liquid-based polymer electrolyte.