Miniaturized portable and wearable electronics have diverse power requirements, ranging from one microwatt to several milliwatts. Fiber-based micro-supercapacitors are promising energy storage devices that can address these manifold power requirements. Here, we demonstrate a hydrothermal assembly method using space confinement fillers to control the formation of nitrogen doped reduced graphene oxide and multi-walled carbon nanotube hybrid fibers. Consequently, the all-carbon hybrid fibers have tunable geometries, while maintaining good electrical conductivity, high ion-accessible surface area and mechanical strength; this allows us to address two important issues in micro-supercapacitor research. First, we found a clear correlation between the geometry of the hybrid fibers and their capacitive energy storage properties. Thinner fibers (30 mm in diameter) have higher specific volumetric capacitance (281 F cm^-3), superior rate capability, and better length dependent performance. In contrast, larger-diameter hybrid fibers (236 mm in diameter) can achieve much higher specific length capacitance (42 mF cm^-1). Second, we realized the first built-to-order concept for micro-supercapacitors by using all-carbon hybrid fibers with diversified geometry as electrodes. The device energy can cover two orders of magnitude, from <0.1 μW h to nearly 10 μW h, and the device power can be tuned in four orders of magnitude, from 0.2 μW to 2000 μW. Furthermore, multiple mechanically flexible fiber-based micro-supercapacitors can be integrated into complex energy storage units with wider operation voltage windows, demonstrating broad application potentials in flexible devices.