A freestanding, binder-free carbon nanofibers@polypyrrole@reduced graphene oxide (CNFs@PPy@rGO) core-double-shell supercapacitor electrode is prepared by carbonization of electrospun PAN nanofibers network follow by the electrochemical deposition of PPy and then reduced graphene oxide layer coating. The flexible all-solid-state supercapacitor based on the CNFs@PPy@rGO core-double-shell electrode with PVA/H3PO4 gel electrolyte demonstrates a highest specific capacitance of 188 F/g at the scan rate of 2 mV/s and good cycling stability. Due to the synergistic effect of three materials, the newly designed composite electrode shows the highest specific capacitance of 336.2 F/g at the scan rate of 2 mV/s, which increases by 10% than that of CNFs@PPy electrode (302.7 F/g) at the same scan rate in a three-electrode system. Furthermore, it shows excellent cycling stability performance with 98% capacitance retention after 2500 cycles, which is better than that of CNFs@PPy electrode (90%).