Because of the superior optical and electrical properties, copper-impregnated size tuneable high-temperature stable manganese dioxide semiconductor quantum dots (SQDs) have been successfully synthesized by a modified chemical synthesis technique. Their size-dependent dielectric properties, semiconducting properties, and current voltage (I-V) characteristics have been investigated. X-ray diffraction pattern and Raman spectra confirmed that the required phase is present. Because of the different sintering temperature tuneable size of SQDs has been found and confirmed by high resolution transmission electron microscopy. The band gap energy of the material is found to be 1.25-1.67 eV, measured from Tauc plot using UV-vis absorbance spectrum and their semiconducting properties have been confirmed by the non linear current voltage (I-V) behavior. Most intense green emission peak of photoluminescence (PL) spectroscopy confirms the oxygen vacancy defect state. The stoke shifting of Raman spectra, UV absorption, and PL emission are the footprint of quantum confinement effect. Incorporation of a little amount of Cu in tetragonal hollandite structure of alpha-MnO2 generates strain within that structure. This leads to create sufficient crystal defect state as well as rise in dielectric constant accompanied with low dielectric loss and higher ac conductivity. All these highly desirable properties make the SQDs a potential candidate for developing multifunctional photo-electronic devices. Owing to the tuneable band gap and electronic transport of the SQDs, we realized that the controllable size paves the way for designing SQDs possessing unique properties for optical and electronic device applications. Using this material as a high dielectric separator, a high-performance supercapacitor has been successfully fabricated which can light up 15 light-emitting diodes for 47 min 23 s after charging them only for 30 s.