ZnFe2O4 (ZFO) has attracted considerable attention for supercapacitors (SCs), but its performances are severely hindered by intrinsically low electronic conductivity, relatively low mechanical stability, and severe agglomeration during the charge-discharge process. Here, a novel cotton derived active carbon fiber (ACF) with hierarchical porous architecture is used as template/scaffold, ZnFe2O4 nanoparticles/active carbon fiber composites (ZFO-ACFs) are prepared, in which ZFO nanoparticles (∼20 nm) are confined into the larger nanopores (∼20 nm) of the cotton derived active carbon fiber (ACF) while the smaller nanopores (∼2.5 nm) still are preserved. The cotton derived ACF matrix not only controls the size of ZFO particles and avoids self-aggregation but also offers continuous electron pathway and rapid ion transport channel, and prevents the loss of active material (ZFO) during the electrochemical reaction. The ZFO-ACFs electrode exhibits high specific capacitance of 192 F g−1 (58.7 mAh g−1). Moreover, enhanced rate capability are also obtained.