Carbon nanotubes (CNT) are one of the most promising materials for the electrode of electrochemical devices (such as fuel cells, batteries and supercapacitors), due to their high electrical conductivity, chemical stability, and large surface area. Controlling the architecture of CNT electrodes at the nanometer and micrometer-scale is critical to tailoring electrode properties and functionality. Layer-by-layer (LbL) assembly is a versatile thin-film fabrication technique with complementary functionalized materials. In this work, we have demonstrated LbL assembled thin film electrodes made of multi-walled carbon nanotubes (MWNTs) as the energy storage materials and the matrix of energy conversion devices. Electrochemical measurements of these all-MWNT thin film electrodes show precise control of capacity as a function of electrode thickness up to -3 microns and high specific and volumetric capacitance for electrochemical capacitor applications. Furthermore, we demonstrated these LBL-MWNT electrodes are promising substrates for electrocatalysts for energy conversion devices.