Yarn-shaped supercapacitors with great flexibility are highly anticipated for smart wearable devices. Herein, a device for continuously producing oriented nanofiber yarn based on solution blowing was invented, which was important for the nanofiber yarn electrode to realize mass production. Further, the yarn-shaped supercapacitor was assembled by the yarn electrode with the polypyrrole (PPy) grown on aligned carbon fiber bundles@Polyacrylonitrile nanofibers (CFs@PAN NFs). Electrical conductivity and mechanical properties of the yarn electrode can be improved by the carbon fiber bundles. The specific surface area of the yarn electrode can be enlarged by PPy. The yarn-shaped supercapacitors assembled by the PVA/LiCl/H3PO4 gel electrolyte showed high areal specific capacitance of 353 mF cm−2 at a current density of 0.1 A g−1, and the energy density was 48 μWh cm−2 when the power density was 247 μW cm−2. The supercapacitors also exhibited terrific cycle stability (82% after 20,000 cycles). We also proved that this yarn-shaped supercapacitor could easily power up the light emitting diode. This yarn-shaped supercapacitor was meaningful for the development of the smart wearable devices, especially when combined with clothing or fabrics.