Electrical devices containing continuous fibers that are infused with carbon nanotubes are described herein. The electrical devices contain at least a first electrode layer and a second electrode layer, where the first and second electrode layers each contain a plurality of continuous fibers that are infused with carbon nanotubes. In some embodiments, the electrical devices can be supercapacitors, further containing at least a base plate, a layer of separator material disposed between the first and second electrode layers, and an electrolyte in contact with the first and second electrode layers. The first and second electrode layers can be formed by conformal winding of the continuous fibers. The electrical devices can contain any number of additional electrode layers, each being separated from one another by a layer of separator material. Methods for producing the electrical devices are also described herein.