In this work, we report the fabrication of a new high voltage hybrid fiber supercapacitor (HFSC) with porous carbon coated carbon fibers (PC@CFs) as the negative electrode and copper hexacyanoferrate coated carbon fibers (CuHCF@CFs) as the positive electrode. Carbon fibers (CFs) were used as both the substrate and the current collector due to their good conductivity, high flexibility, good mechanical strength, and light weight. The as-fabricated HFSC can be cycled reversibly in the range of 0–2 V and exhibits excellent electrochemical performance with a specific capacitance of 19.2 F g−1 (68.2 mF cm−2 or 3.1 F cm−3) and an energy density of 10.6 W h kg−1 (180.85 μW h cm−2 or 8.11 mW h cm−3), better than those reported in the previous literature. Additionally, the HFSCs have retained their original electrochemical performance even after bending, suggesting good flexibility of the device. The promising results show great potential in developing HFSCs with CuHCF@CFs and PC@CFs electrodes for practical wearable devices.