Abstract Sandwich-like graphene/MnO2 nanosphere (RGO/MnO2 NS) hybrid film is assembled with graphene (RGO) nanosheets and MnO2 nanospheres (MnO2 NS) by a typical filtration-directed self-assembly method. The film structure and its electrode performance are systematically investigated. RGO nanosheets and MnO2 NS are well linked together and the MnO2 NS are uniformly embedded into the RGO matrix to form interactive laminated nanostructure, which offers ion pathways for fast electrolyte diffusion. The [RGO/MnO2]10 film electrode obtained with a mass ratio of RGO/MnO2 NS = 2 in each layer shows not only high specific capacitance of 446 F g−1 at 5 mV s−1, but also good cycling performance. After 1000 consecutive cycles with a scan rate of 20 mV s−1 in 1 M Na2SO4 electrolyte, its specific capacitance retains about 96% of its original capacitance. The good cycling performance is ascribed to the novel [RGO/MnO2]10 film nanostructure, which benefits the ion and charge transfer and keeps the average oxidation state of Mn unchange. This filtration-directed self-assembly method can also be used for the preparation of RGO and other metal oxide hybrid film electrodes with good capacitance.