The present invention relates to an electrode 100 with high capacitance. The electrode includes a conducting substrate 10 with a number of nano-sized structures 13 thereon and a coating 15. The nano-sized structures are concave-shaped and are of a size in the range from 2 nanometers to 50 nanometers. The nano-sized structures are configured for increasing specific surface area of the electrode. The present invention also provides a method for making the above-described electrode. The method includes steps of providing a conducting substrate, forming a number of nano-sized structures on the conducting substrate, and forming a coating on the nano-sized structures.