Graphene–polypyrrole (GPPy) composites with 3-dimensional macrostructure were prepared by a one-step self-assembly process, in which the continuous oxidation-reduction reaction of pyrrole monomers and graphite oxide in the existence of Cu²⁺ finally resulted in the formation of macroporous hydrogels. The as-prepared hydrogel exhibited a high specific capacitance of 498 and 295 F g⁻¹ respectively at the scan rate of 5 mV s⁻¹ and the discharge current density of 1 A g⁻¹. Furthermore, a specific capacitance of 240 F g⁻¹ could be achieved even if at a high current density of 10 A g⁻¹, and maintained 80% of the capacitance value after charge–discharge for 5000 cycles. Such excellent capacitive properties in rate stability and cycling stability endow the GPPy hydrogels with great potential applications in high-performance energy storage devices. Besides, this study also provides new insights into the design and synthesis of graphene-based materials.