The graphene/pseudocapacitive composite electrode materials used for energy storage usually benefit from the advantages of each component, however, they also face significant challenges in terms of structural integrity and rate performance due to the weak interactions and limited interface area between different phases. To tackle these issues, we propose a facile strategy that integrates 2D/2D van der Waals forces and hydrogen bonds to effectively and closely bind each component together. We illustrate this concept by designing and constructing a heterojunction fiber that immobilizes protonated g-C3N4 onto GO nanosheets through electrostatic self-assembly. The resulting g-C3N4/RGO heterostructure fiber exhibits enhanced electrical conductivity and improved mechanical properties. When utilized as a supercapacitor electrode, it demonstrates high specific capacitances of 70.6 F cm−3 at a current density (Id) value of 0.1 A cm−3, in addition to exceptional cyclic stability (Retaining 99.4 % after 15000 cycles), rate capability (Retaining 55.8 % at Id = 2 A cm−3), and enduring mechanical flexibility. We anticipate that this study will inspire the fabrication of heterostructure fibers for durable and high-rate energy storage devices.