Herein, unique three-dimensional (3D) hierarchically structured carbon nanofiber (CNF)/metal oxide/conducting polymer composite materials were successfully synthesized by combinations of various experimental methods. Firstly, base CNFs were synthesized by carbonization of electrospun PAN/PVP fibers to attain electric double-layer capacitor (EDLC) characteristics. To further enhance the capacitance, tin oxide (SnO2) and iron oxide (Fe2O3) were coated onto the CNFs via facile hydrothermal treatment. Finally, polypyrrole (PPy) was introduced as the outermost layer by a dispersion polymerization method under static condition to obtain 3D-structured CNF/SnO2/PPy and CNF/Fe2O3/PPy materials. With each synthesis step, the morphology and dimension of materials were transformed, which also added the benign characteristic for supercapacitor application. For the practical application, as-synthesized CNF/SnO2/PPy and CNF/Fe2O3/PPy were applied as active materials for supercapacitor electrodes, and superb specific capacitances of 508.1 and 426.8 F g−1(at 1 A g−1) were obtained (three-electrode system). Furthermore, an asymmetric supercapacitor (ASC) device was assembled using CNF/SnO2/PPy as the positive electrode and CNF/Fe2O3/PPy as the negative electrode. The resulting CNF/SnO2/PPy//CNF/Fe2O3/PPy device exhibited excellent specific capacitance of 101.2 F g−1(at 1 A g−1). Notably, the ASC device displayed a long-term cyclability (at 2000 cycles) with a retention rate of 81.1%, compared to a CNF/SnO2//CNF/Fe2O3device of 70.3% without an outermost PPy layer. By introducing the outermost PPy layer, metal oxide detachment from CNFs were prevented to facilitate long-term cyclability of electrodes. Accordingly, this study provides an effective method for manufacturing a high-performance and stable supercapacitor by utilizing unique 3D hierarchical materials, comprised of CNF, metal oxide, and conducting polymer.