Surface modification of carbon microfibres (CF) represents a promising and challenging alternative for creating multiscale and multifunctional hierarchical lightweight high-performance composite materials. In this study, a low-temperature chemical method is developed to graft layered graphene oxide (GO) directly onto CF through covalent bonding, and the grafting is characterised by SEM, FTIR, Raman and XPS spectroscopy. The GO failure stress (FS) measured using in situ nanomechanical pull-out tests is 36.2% higher than the literature values. Since GO fracture is the only breaking mechanism observed, there exists a strong carbon-carbon covalent bonding at the GO-CF interface indicating that the actual grafting strength (GS) is greater than the FS obtained. This elevated GS can substantially increase the interfacial and impact properties necessary in high performance composites. CF and GO-CF are fabricated to current-collector free ultra-long flexible cable-supercapacitors and their electrochemical properties in gel electrolyte are systematically investigated. GO-CF supercapacitor leads to an electrochemical capacitance of 7.8 F cm−3 and an energy density of 6.93 × 10−4 Wh cm−3 at 0.02 A cm−3. Thus, these grafted materials along with advanced composites have substantial promise in ultra-long flexible cable electronics with superior strengths and performances.