Development of a supercapacitor device with both high gravimetric and volumetric energy density is one of the most important requirements for their practical application in energy storage/conversion systems. Currently, improvement of the gravimetric/volumetric energy density of a supercapacitor is restricted by the insufficient utilization of positive materials at high loading density and the inferior capacitive behavior of negative electrodes. To solve these problems, we elaborately designed and prepared a 3D core–shell structured Ni(OH)₂/MnO₂@carbon nanotube (CNT) composite via a facile solvothermal process by using the thermal chemical vapor deposition grown-CNTs as support. Owing to the superiorities of core–shell architecture in improving the service efficiency of pseudocapacitive materials at high loading density, the prepared Ni(OH)₂/MnO₂@CNT electrode demonstrated a high capacitance value of 2648 F g^–1 (1 A g^–1) at a high loading density of 6.52 mg cm^–2. Coupled with high-performance activated polyaniline-derived carbon (APDC, 400 F g^–1 at 1 A g^–1), the assembled Ni(OH)₂/MnO₂@CNT//APDC asymmetric device delivered both high gravimetric and volumetric energy density (126.4 Wh kg^–1 and 10.9 mWh cm^–3, respectively), together with superb rate performance and cycling lifetime. Moreover, we demonstrate an effective approach for building a high-performance supercapacitor with high gravimetric/volumetric energy density.