Cyclodextrin-graphene oxide film on the carbon nanotubes matrix is synthesized by a simple chemical method, and physical, chemical, and electrochemical properties of the composites are investigated. Capacitance is improved markedly up to 84 F/g with chemically reduced graphene oxide at the current density of 0.7 A/g compared with 2.6 F/g of the previous composites having no graphene oxide. The new composites electrodes show more redox processes, originated from the graphene oxide, in the cycle voltammetry compared to the previous composites which had no graphene oxide, indicating enhancement of capacitances. Following improved energy density of the new composite makes it possible to be an electrode of the hybrid capacitors.