Supercapacitors are expected to bridge the gap between conventional electrostatic capacitors and batteries, but have not found significant application in primary energy devices, partly due to some unsolved problems in the electrode materials. A wide range of novel materials such as novel carbons have been investigated to increase the energy density of the electrodes and the volumetric merits of the materials need to be specifically considered and evaluated, towards the practical application of these novel materials. In observation of the intense research activity to improve the volumetric performance of carbon electrodes, the density or mass loading is particularly important and shall be further optimized, both for commercially applied activated carbons and in novel carbon electrode materials such as graphene. In this review, we presented a brief overview of the recent progress in improving the volumetric performance of carbon-based supercapacitor electrodes, particularly highlighting the development of densified electrodes by various technical strategies including the controlled assembly of carbon building blocks, developing carbon based hybrid composites and constructing micro-supercapacitors.