We introduce high-performance ultrathin supercapacitor electrode prepared by amphiphilic ligand exchange-induced layer-by-layer (LbL) assembly of poly (3,4-ethylenedioxythiophene) polystyrene sulfonate (PEDOT:PSS) in water, amine-functionalized multi-walled carbon nanotubes (NH2-MWCNTs) in ethanol, and oleic acid-stabilized Fe3O4 nanoparticles (OA-Fe3O4 NPs) in toluene. Consecutive ligand exchange reactions between electrochemically non-active hydrophobic OA of Fe3O4 NPs and SO3− groups of PEDOT:PSS as well as between this hydrophobic ligands of Fe3O4 NPs and NH2 groups of the NH2-MWCNTs can be easily converted from densely packed hydrophobic Fe3O4 NPs into hydrophilic Fe3O4 NPs within the ternary component electrodes (i.e., (PEDOT:PSS/OA-Fe3O4 NP/NH2-MWCNT/OA-Fe3O4 NP)n, TCn electrodes). This unique assembly process successfully increased the loading amount of high-energy Fe3O4 NPs within the electrodes, facilitated charge (ion/electron) transfer throughout the electrode supported by the porous conductive MWCNT network and semiconducting polymer (PEDOT:PSS). As a result, fabricated TCn electrode exhibited high volumetric and areal capacitance of 408 ± 4 F/cm3 and 8.79 ± 0.06 mF/cm2 at 5 mV/s, respectively. In addition, the areal capacitance of can be further enhanced by increasing the periodic number (n) of TCn electrodes. Furthermore, the TCn electrode also displayed excellent cycling stability (98.8 % of the initial capacitance after 5000 cycles) due to the multidentate bonding between PEDOT:PSS and Fe3O4 NPs and likewise between MWCNTs and Fe3O4 NPs after amphiphilic ligand exchange.