The preparation of free-standing electrode materials with high specific capacitance and flexibility is very important for the production of flexible electric double layer capacitors. There is a great incompatibility, however, between the flexibility and the porosity of the electrode material. In this work, by using coaxial electrospinning, we propose an interface miscibility induced approach to the design of double-capillary carbon nanofibers (DCNF) with micropores in the inner capillary and mesopores in the outer capillary. The unique structure achieves synergism between high accessibility to electrolyte, a short diffusion length for ions, high conductivity, and high flexibility. The DCNFs can be directly used as electrodes to assemble flexible supercapacitors, which show a high gravimetric capacitance of 133 F g−1 and excellent high-rate performance in ionic liquid electrolyte. The maximum energy density and power density reach 56.6 Wh kg−1 and 114 kW kg−1, respectively. The combination of scalable coaxial electrospinning technology and supercapacitors with excellent performance may pave the way to wearable and safe electronics.