In this work, conducting polymers poly­(3,4-ethylenedioxythiophene) (PEDOT), polyaniline (PANi), and polypyrrole (PPy) were directly coated on the surface of reduced graphene oxide (RGO) sheets via an in situ polymerization process to prepare conducting-polymer-RGO nanocomposites with different loadings of the conducting polymers. Experiment results showed that ethanol played an important role in achieving a uniform coating of the polymers on RGO sheets. The electrochemical capacitive properties of the composite materials were investigated by using cycle voltammetry and charge/discharge techniques. The composite consisting of RGO and PANi (RGO-PANi) exhibited a specific capacitance of 361 F/g at a current density of 0.3 A/g. The composites consisting of RGO and PPy (RGO-PPy) and PEDOT (RGO-PEDOT) displayed specific capacitances of 248 and 108 F/g, respectively, at the same current density. More than 80% of initial capacitance retained after 1000 charge/discharge cycles, suggesting a good cycling stability of the composite electrodes. The good capacitive performance of the conducting–polymer-RGO composites is contributed to the synergic effect of the two components.