Here we demonstrate a controlled two-step partial exfoliation method to synthesize functionalized exfoliated graphite substrates. Ultrathin and functionalized graphene sheets anchoring on the graphite provide a large conductive surface area for loading pseudo-capacitive MnO2 nanosheets. The functionalized exfoliated graphite/MnO2 electrode achieved an excellent areal capacitance of 244 mF cm(-2), corresponding to an estimated MnO2 based gravimetric capacitance of 1061 F g(-1), which is just slightly lower than its theoretical value of 1110 F g(-1). More importantly, the seamless integration of graphene sheets and the graphite substrate minimizes the contact resistance, and substantially improves the rate capability of pseudo-capacitive materials. The electrode retained 44.8% of its capacitance when the charging current density increased 50 times from 0.23 to 11.5 mA cm(-2). This novel functionalized exfoliated graphite substrate serves as a promising supporting material that could address the relatively low electrical conductivity of various pseudo-capacitive materials, and increase the mass loading and rate capability of pseudo-capacitors.