Manganese oxide (MnO2) is a promising pseudocapacitive electrode material because of its high capacitance, abundant resource, low-cost, and environmental friendliness. However, its poor electrical and ionic conductivities and low stability hinder applications. Forming MnO2 nanocomposites with high surface area porous metal, carbon materials, or conducting polymers is a possible solution. In this work, we have developed a facile and scalable asymmetric in situ deposition method to incorporate MnO2 nanoparticles in conductive single walled carbon nanotube (SWCNT) films. The high porosity of vacuum filtrated SWCNT films accommodates pseudocapacitive MnO2 nanoparticles without sacrificing the mechanical flexibility and electrochemical stability of SWCNT films. We exposed one side of SWCNT films to acidic potassium permanganate (KMnO4) solution. The infiltrated KMnO4 solution partially etches SWCNTs to create abundant mesopores, which ensure electrolyte ions efficiently access deposited MnO2. Meanwhile, the remaining SWCNT network serves as excellent current collectors. The electrochemical performance of the SWCNT–MnO2 composite electrodes depends on the porosity of SWCNT films, pH, and concentration of KMnO4 solution, deposition temperature and time. Our optimized two-electrode electrochemical capacitor, with 1 M Na2SO4 in water as electrolyte, showed a superior performance with specific capacitance of 529.8 F g−1, energy density of 73.6 Wh kg−1, power density of 14.6 kW kg−1, excellent capacitance retention (99.9%) after 2000 charge and discharge cycles, and one of the highest reported frequency responses (knee frequency at 1318 Hz). The high performance flexible electrochemical capacitors have broad applications in portable electronics and electrical vehicles, especially when high frequency response is desired.