In this article, we report the synthesis of highly packed graphene oxide-based electrodes (1.25 g/cm3) with a three-dimensional multiscale porous structure (denoted as MPGP) through the ZnO nanodisk (100–500 nm) template and subsequent H2O2 treatment. Consequently, MPGP with a macropore diameter of 100 nm and a mesopore diameter of 2–3 nm was fabricated as the electrode for supercapacitors (SCs). Significantly, the MPGP achieves a high-volumetric capacitance of 327 F/cm3 (262 F/g) at a current density of 1 A/g and retains 240 F/cm3 (192 F/g) at a current density of 16 A/g in 3 M KOH solution. More importantly, it was also capable of delivering a high-volumetric energy density as well as power density in a SC device. Our work shows that the capability of preparing highly packed graphene-based electrodes with high-volumetric as well as specific capacitance is critical for the application of SCs.