We report a facile approach to synthesize nanocomposites with Fe3O4 nanopaticles (NPs) attached to reduced graphene oxide (rGO) sheets by a solvothermal process, which combines the growth of Fe3O4 NPs and the reduction of GOs in one single step. These Fe3O4/rGO nanocomposites were further used to fabricate thin film supercapacitor electrodes by using a spray deposition technique without the addition of insulating binders. It was found that the Fe3O4/rGO nanocomposites showed much higher specific capacitances than that of either pure rGO or pure Fe3O4 NPs. We further carried out electrochemical characterization of the Fe3O4/rGO nanocomposites with different Fe3O4 : rGO weight ratios (e.g. IFe3O4 : rGO) and showed that Fe3O4/rGO nanocomposites with IFe3O4 : rGO = 2.8 exhibited the highest specific capacitance of 480 F g^- 1 at a discharge current density of 5 A g ^-1 with the corresponding energy density of 67 W h kg ^-1 at a power density of 5506 W kg ^-1. These Fe3O4/rGO nanocomposites also showed stable cycling performance without any decrease in the specific capacitance after 1000 charge/discharge cycles.