In this research, flexible transparent supercapacitor electrode materials were fabricated using cellulose nanofibrils (CNFs) and reduced graphene oxide (RGO) via a layer‐by‐layer (LbL) self‐assembly method. First, a transparent film was obtained by vacuum filtration of a CNF suspension, which was isolated from bamboo materials using a combination of 2,2,6,6‐tetramethylpiperidin‐1‐oxyl radical catalytic oxidation and ultrasonic treatment. Subsequently, graphene oxide (GO) was deposited on the surface of the CNF film using Cu2+ as a cross‐linking agent via the LbL self‐assembly technique and then was reduced by L‐ascorbic acid under mild reaction conditions. The degree of reduction of the GO on the CNF film surface was investigated by X‐ray photoelectron spectroscopy (XPS), Raman spectroscopy (Raman), and Fourier transform infrared spectroscopy (FT‐IR); concurrently, the effect of the number of self‐assembly times on the transparency, mechanical properties, and conductivity was also evaluated. The XPS, Raman, and FT‐IR spectral analyses proved that the CNFs/GO composite films were successfully reduced to CNFs/RGO composite films, of which the transparency and mechanical properties decreased with the increase in the number of self‐assembly times, while the conductivity remarkably raised. Based on the analysis of the results, the CNFs/RGO composite film obtained after 18 self‐assembly cycles exhibited excellent transparency, good tensile strength, and a high conductivity. Therefore, the CNFs/RGO composite film was selected to fabricate a supercapacitor electrode material, and the obtained supercapacitor displayed excellent electrochemical properties, in which the areal specific capacitance was 2.25 mF cm−2 at a current density of 0.01 mA cm−2 and the capacitance retention reached 97.3% after 1500 cycles. The presented strategy provides a good reference for the development of transparent and portable energy storage devices.