In this paper, ZnO@MnO₂@PPy ternary core–shell nanorod arrays (NRAs) were fabricated through the layer-by-layer process. In this process, the incorporation of polypyrrole, a highly conductive material, on the surface of a binary ZnO@MnO₂ core–shell structured composite is adopted to optimize the charge transfer process to further improve the electrochemical performance. Because of enhanced electron transfer capability, charge transfer resistances of the ZnO@MnO₂@PPy ternary core–shell nanorod arrays are reduced and the electrochemical performances are improved. The electrochemistry tests show that these self-supported electrodes are able to deliver ultrahigh specific capacitance (1281 F g⁻¹ at a current density of 2.5 A g⁻¹), together with a considerable areal capacitance (1.793 F cm⁻² at a current density of 3.5 mA cm⁻²). Furthermore, a capacitance retention of 90% after 5000 charge–discharge cycles at 5 A g⁻¹ is obtained, indicating the excellent cycling stability of the ZnO@MnO₂@PPy ternary core–shell electrode. The superior electrochemical capacity demonstrates the potential of ZnO@MnO₂@PPy ternary core–shell NRAs to further improve the performance in supercapacitor electrodes.