In the present work, the anthraquinone derivative alizarin (AZ) with a multi-electron redox center as the functionalizing molecule has been immobilized onto three-dimensional (3D) self-assembled graphene hydrogels (SGHs) through a non-covalent functionalization strategy. The excellent electrical conductivity and interconnected macroporous framework of SGHs facilitate unconstrained electrolyte ion diffusion and electron transportation. Moreover, the surface confined redox reactions and fast kinetic feature of AZ molecules result in an outstanding electrochemical capacitive performance. In the three-electrode system, the AZ-functionalized SGHs (AZ–SGHs) electrodes exhibit a larger specific capacitance (as high as 350 F g⁻¹ at 1 A g⁻¹, two times higher than that of bare SGHs) and ultrahigh rate capability (61% capacitance retention at 200 A g⁻¹) in aqueous electrolyte solutions. More importantly, when the resultant AZ–SGHs electrodes are integrated into a symmetric supercapacitor (SSC), the electrode material shows a good self-synergy and potential self-matching behavior due to two pairs of redox peaks with mirror symmetry. As a result, the AZ–SGHs SSC exhibits an excellent energy storage performance. In a voltage range from 0 to 1.4 V, a maximum energy density of 18.2 W h kg⁻¹ is achieved at a power density of 700 W kg⁻¹.