Multilayer thin films of manganese oxide nanosheets (MNSs) and polyethylenimine (PEI) polyelectrolyte have been fabricated onto various substrates via layer-by-layer self-assembly technique. UV–vis absorption spectra showed that the absorbance values at the characteristic wavelength of the multilayer films increased almost linearly with the number of PEI/MNS bilayers. Field emission scanning electron microscope (FESEM) images indicated that the surface of the multilayer film was rather smooth and dense. The electrochemical performances of (PEI/MNS)n films on indium–tin oxide (ITO)-coated glass substrates were investigated by cyclic voltammetry and constant current charge–discharge test from 0 to 0.9 V in a 2 M KCl aqueous solution. The multilayer films showed excellent electrochemical activity, high reversibility and high power density. A specific capacitance value of 288 F g−1 was obtained at a current density of 1.25 A g−1 for (PEI/MNS)10 film in 2 M KCl aqueous solution. The specific capacitance decreased 9.5 % of initial capacity over 1000 cycles at a high current density of 2.5 A g−1. These good electrochemical properties could be attributed to the special microstructure of the electrode.