The development of materials with high electrochemical performance as response to the energy demand leads to the development of methods for enhancing the specific capacity of energy storage devices, such as heat treatment, which is used to modify the structure and electrochemical performance of materials. This paper reports the enhancement of specific capacitance of α-MnO2 through the high-volume cell (HVC) induced by the quenching technique. Analysis of the transformation and structure of HVC was carried out by a combination of thermal gravimetric analysis and differential scanning calorimetry (TGA–DSC) in addition to X-ray diffraction (XRD), while the characterization of morphology, crystal structure, and capacitance were performed through scanning electron microscopy (SEM), Fourier transform infrared spectroscopy (FTIR), and cyclic voltammetry (CV). The α-MnO2 quenched at 437 °C promotes a structural modification that enables an increase in cell volume of 10.6% and an increase in specific capacitance of 20%. The quenching technique would be an attractive methodology to improve the electrochemical performance of materials for energy storage.