A series of Polyindole/Graphene nanocomposites (PGNCs) as electrochemical energy storage materials were fabricated at varying concentration (%, w/w) of graphene raging 3.0–9.0 in Polyindole (PIN) matrix in Supercritical CO2. The electrochemical behavior of PGNC prepared at different proportion of graphene was investigated. The PGNC@9% has rendered specific capacitance of 389.17 F/g, along with energy and power densities of 13.51 Wh/kg and 511.95 W/kg respectively, which is greater as compared to graphene prepared through thermal reduction of graphene oxide. However, PIN comprises low capacitance of 24.48 F/g. Successive scans of PGNCs electrode for 1000 cycles at the scan rate of 0.1 V/s in KOH (1.0 M) shows a capacitive retention of ~98.6% indicating the electrochemical stability of the electrodes, with successive charge-discharge behavior. PGNCs display all the major peaks in Fourier Transform-Infrared and X-Ray diffraction spectra. Scanning electron micrograph in permutation with XRD spectra indicates the exfoliation of graphene into the matrix of PIN. Simultaneous TG-DSC reveals increased thermal stability of PGNCs with fractions of graphene. The good capacitive and charge-discharge performance indicates that supercritically fabricated PGNCs may serve as potential electrode materials for electrochemical energy storage devices.