With the growing global energy demand and the pressing need for a clean energy transition, supercapacitors (SCs) have demonstrated significant application potential in electric vehicles, wearable electronics, and renewable energy storage systems owing to their rapid charge-discharge capability, exceptional power density, and prolonged cycle life. The improvement of their overall performance fundamentally depends on the synergistic design of electrode materials and electrolyte systems, as well as the precise regulation of the electrode-electrolyte interface. This review focuses on the key components of supercapacitors, systematically reviewing the design strategies of high-performance electrode materials, outlining recent advances in novel electrolyte systems, and comprehensively discussing the critical roles of interfacial reinforcement and optimization in enhancing device energy density, power performance, and cycling stability. Furthermore, interfacial engineering strategies and innovations in device architecture are proposed to address interfacial degradation in flexible SCs under mechanical stress. Finally, key future research directions are highlighted, including the development of high-voltage and wide-temperature-range electrolyte systems, and the integrated advancement of multiscale in situ characterization techniques and theoretical modeling. This review aims to provide theoretical guidance and innovative strategies for material design, contributing toward the realization of next-generation supercapacitors with enhanced energy density and reliability.