A method for preparing a supra-molecular graphene load manganese dioxide self-assembly relates to the technical field of supra-molecular chemistry. According to the invention, the electrochemical performance of a graphene-based super capacitor is improved by combining the properties of a manganese dioxide Faraday capacitor and high specific surface area and high conductivity of graphene. Graphene-manganese dioxide compound is simply and rapidly prepared through supra-molecular interaction; then, graphene is assembled through supra-molecular interaction; and finally, a three-dimensional self-assembly of graphene sandwich manganese dioxide nanoparticles is obtained. Experiments show that the self-assembly of graphene load manganese dioxide has higher specific capacitance than that of pure manganese dioxide, and the specific capacitance can be up to 867.8 Fg<-1>.