Fluorine doped ZnO particles were prepared by a simple solution combustion method using glycine as a fuel. The effects of fluorine doping on the microstructure and supercapacitive performances on the ZnO based electrode materials were investigated. The electrochemical properties of the electrode materials were investigated through potentiometer, galvanostatic, and charge/discharge measurements in a 3 M KOH electrolyte. It was found that the fluorine-doped ZnO electrodes display much higher specific capacitances and better cycle stability than undoped ZnO electrodes. Specifically, fluorine-doped ZnO exhibits a high specific capacitance of 12.2 F/g at a scan rate of 10 mV/s compared to that of ZnO (3.39 F/g) and retained approximately 91.5% of its initial capacitance after 4000 charge/discharge cycles. Moreover, the fluorine-doped ZnO exhibited a high energy density of about 11.2 Wh/kg at a power density of 250 W/kg when compared with ZnO (similar to 1.39 Wh/kg). The experimental results revealed that the supercapacitive performance of ZnO can be enhanced by fluorine doping.