In this work we present the study of electrochemical properties of the composites based on cellulose nanofibers and a conductive polypyrrole that can be used as an electrode in supercapacitors. Samples have been prepared by two methods: in situ polymerization of pyrrole in the presence of cellulose nanofibers directly on the graphite plate used as a current collector and by precipitation of the dispersion of polypyrrole-cellulose nanofibers prepared ex situ onto the graphite electrode. Higher specific capacitance up to 4.08 F/cm² (810 F/g) for in situ prepared sample in comparison with 1.87 F/cm² (371 F/g) for ex situ sample was measured. Investigation with galvanostatic charge-discharge and electrochemical impedance spectroscopy revealed that the sample prepared by precipitation of dispersion demonstrate higher double-layer capacitance, electrode prepared via in situ polymerization demonstrates higher pseudocapacitance. Analysis of electrochemical data with equivalent circuit allows to propose that deviation from ideal capacitance behavior is caused by chemical inhomogeneity of surface of prepared materials rather than by their porous structure.