High electrical conductivity and all-open microstructure characteristics intrinsically endow both graphene and MXenes with superior electrochemical energy storage capability. However, the above two-dimensional (2D) thicker electrodes (>20 μm) severely dilute their unique rapid electronic-ionic transferring characteristic, posing a paradox of high gravimetric and high volumetric capacitive properties due to massively excessive macropores or an unduly restacked issue. Herein, we elaborately construct novel monolithic NH2-graphene and Ti3C2Tx MXene (NG@MX) composites through dual-functional induced self-assembly with the help of both covalent and hydrogen bonding interactions. Notably, much thicker monolithic NG@MX electrodes (>90 μm) fabricated by a conventional roll-coating method without any further compaction treatment can simultaneously deliver two times gravimetric (gra.) and volumetric (vol.) performance than those of pure graphene (in vol.) or MXene (in gra.) materials. Moreover, monolithic NG@MX-based supercapacitors can remarkably present two times energy density as that of graphene and four times as MXene, respectively. Such greatly enhanced electrochemical properties are closely related to the appropriate equilibrium of the volumetric density and the open structure, which can effectively guarantee the rapid transfer of both electrons and ions in the thick monolithic NG@MX electrodes. Undoubtedly, dual-functional chemical bonding-induced self-constructing NG@MX monoliths efficiently solve the long-existing gra. and vol. capacitive paradox of the thicker 2D materials used in supercapacitors, which will guide the design of high-performance capacitive materials and promote their practical application in electrochemical energy storage.