To elevate the electrochemical stability of polypyrrole–zinc oxide (PPy–ZnO) coatings, five different electrodeposition protocols were attempted to fabricate PPy–ZnO nanocomposites on tungsten substrates. The effects of the electrodeposition schemes on the morphology, microstructure and electrochemical properties of coatings were systematically analyzed, and the long-term electrochemical stability was examined via biphasic current pulse measurement in 0.01 M phosphate-buffered saline (PBS). Results indicated that our newly coated samples displayed safer capacitive charge transform behaviors. In particular, the cathodic charge storage capacity (CCSC) and safe charge injection capacity (Qinj) of the coated sample prepared by cyclic voltammetry (CV) electrodeposition were 15.3 and 0.26 mC/cm2, respectively, which were approximately 7 times and 30% greater than those of pure substrate. Moreover, the coated sample also showed perfect long-term electrochemical stability with no delamination, cracks, or ridges on the coating surface. This improvement is mainly attributed to CV electrodeposition, which smoothed the polymer morphology, compacted the structure, enhanced the interface adhesion, and diminished the internal micropores, leading to minimized volumetric expansion and shrinking of coatings in the long-term charge/discharge process.