Yarn supercapacitors have attracted renewed interest as promising energy storage for wearable devices due to their lightweight, long cycling lifetime and excellent weavability. There has been much effort to fabricate high performance yarn supercapacitor by depositing pseudo-capacitive materials on the outer surface of the carbon fibers. However, a key challenge still remains to achieve high capacitance and high mass loading without sacrificing the cycling stability. Herein, we perform a phase-controlled of MnO2 at various deposition temperatures with ultrahigh mass loading of 11 mg/cm2 on a MWNT sheets and fabricate it to yarn structure to achieve high capacitance without decreasing in the electrochemical performance. The structure of optimized sample (MnO2/CNTs-60, deposition at 60 °C) consists of the composite of primary α-MnO2 nanosheets and secondary γ-MnO2 nanoparticles. The heteronanostructures of MnO2 provide facile ionic and electric transport in the yarn electrode, resulting in improvement of electrochemical performance and cycling stability. The MnO2/CNTs-60 yarn electrode with ultrahigh mass loading delivers a high areal capacitance of 3.54 F/cm2 at 1 mA/cm2 and an excellent rate capability. Finally, the MnO2/CNTs-60 device exhibits an outstanding high areal energy density of 93.8 μWh/cm2 at the power density of 193 μW/cm2, which is superior to previously reported symmetric yarn supercapacitors.