Strong and flexible two-ply carbon nanotube yarn supercapacitors are electrical double layer capacitors that possess relatively low energy storage capacity. Pseudocapacitance metal oxides such as MnO₂ are well known for their high electrochemical performance and can be coated on carbon nanotube yarns to significantly improve the performance of two-ply carbon nanotube yarn supercapacitors. We produced a high performance asymmetric two-ply yarn supercapacitor from as-spun CNT yarn and CNT@Mn₂2 composite yarn in aqueous electrolyte. The as-spun CNT yarn serves as negative electrode and the CNT@MnO₂ composite yarn as positive electrode. This asymmetric architecture allows the operating potential window to be extended from 1.0 to 2.0 V and results in much higher energy and power densities than the reference symmetric two-ply yarn supercapacitors, reaching 42.0 Wh kg(-1) at a lower power density of 483.7 W kg(-1), and 28.02 Wh kg(-1) at a higher power density of 19,250 W kg(-1). The asymmetric supercapacitor can sustain cyclic charge-discharge and repeated folding/unfolding actions without suffering significant deterioration of specific capacitance. The combination of high strength, flexibility and electrochemical performance makes the asymmetric two-ply yarn supercapacitor a suitable power source for flexible electronic devices for applications that require high durability and wearer comfort.