Fiber-shaped supercapacitors with remarkable flexibility and considerable energy-storage capacity have become the promising candidates in the field of wearable and portable electronic devices. In fact, both of the mechanical properties and electrochemical performance are in need of significant improvement to satisfy the practical applications of fiber-shaped supercapacitors. In this paper, a high-performance cellulose nanofibers reinforced graphene/polypyrrole microfiber is fabricated by a convenient wet-spinning strategy. The cellulose nanofibers act as both “enhancer” and “spacer”, which not only provide substantial hydrogen bonds to strengthen the interlaminar force but also prevent the restacking of the graphene sheets. This microfiber exhibits excellent tensile strength (364.3 MPa), which is superior to most of the reported fibers for supercapacitors. Meanwhile, the assembled fiber-shaped supercapacitors possess high specific capacitances of 334 mF cm−2 in liquid electrolyte and 218 mF cm−2 in solid electrolyte at the current density of 0.1 mA cm−2, which are also at the top level of fiber-shaped supercapacitors. The presented strategy combines the industrially viable wet-spinning technology and the well-designed structure for the fabrication of high-performance ternary fiber-shaped supercapacitors, providing a good reference for the development of wearable and portable energy storage devices.