As is well known, pore structure has a significant impact on the storage and transport behavior of electrolyte ions. Cellulose nanofibers (CNFs), a green biomass material, not only have good processability and flexibility, but can also be used to design and construct membrane materials with rich pore structures. It has broad application prospects in the field of flexible energy storage and has received widespread attention from researchers. However, there is still limited research on the precise design and regulation of pore structures in CNF-based composites with different pore structures, as well as their impact mechanisms on electrolyte ion storage and transport behavior. In this study, five different hierarchical structures were set up based on CNF-loaded reduced graphene oxide (CNF@RGO) composite films that were fabricated by using different lengths of CNFs as the substrate by sequential alternating filtration method. Furthermore, COMSOL Multiphysics was used for simulation and prediction to study the influence of different pore structures on their capacitance. Finally, further verification will be conducted through experiments. The simulation and experimental results show that when the internal pore structure is distributed in the order of large, small, and large pore sizes from the outside to the inside, the CNF@RGO composite material can obtain a larger area specific capacitance of 29.7 Mf cm−2 and a higher energy density of 14.8 mWh cm−2. As a whole, this research provides a reference direction for designing and constructing electrode materials with different pore structure combinations in the future to improve the energy storage performance of energy storage devices or electrode materials.