We report a facile strategy to prepare graphene oxide (GO)/polyaniline (PANI) nanocomposite by in situ polymerization with the assistance of supercritical carbon dioxide (SC CO2). The morphology and chemical structure of the synthesized samples were characterized by scanning electron microscopy (SEM), transmission electron microscopy (TEM), X-ray diffraction (XRD), FT-IR, Raman, and UV-vis spectrophotometry. As a result, PANI nanoparticles uniformly cover the GO sheets with the help of SC CO2, and the formation mechanism is suggested. The morphologies of GO/PANI nanocomposites can be controlled through adjusting the concentration of aniline. The GO/PANI nanocomposite exhibits better specific capacitance and cycle stability than pure PANI and GO owing to the synergistic effect of GO and PANI nanoparticles, making it promising application in electrochemical devices.