Spinel ferrites have some benefits when used as supercapacitor electrode materials, most notably their outstanding long-term cycle stability and energy storage capacity. The materials we investigated were prepared and included Cu doping into Zn-Mg ferrites; these materials are designated as Zn0.4Mg0.5Cu0.1Fe2O4 (ZCM1), Zn0.3Mg0.5Cu0.2Fe2O4 (ZCM2), and Zn0.2Mg0.5Cu0.3Fe2O4 (ZCM3). A variety of techniques, such as X-ray diffraction (XRD), field emission scanning electron microscopy (FE-SEM), energy-dispersive X-ray spectroscopy (EDX), X-ray photoelectron spectroscopy (XPS), Brunauer-Emmett-Teller (BET) and Barrett-Joyner-Halenda (BJH) analyses, electron paramagnetic resonance (EPR), and various electrochemical methods, were used to conduct a thorough analysis of their structural features, surface morphology, chemical composition, electrochemical activity, and capacitive performance. We used the solvothermal reflux synthesis method to dope the Zn-Mg ferrites with Cu to improve their performance. The ZCM3 electrode was the result of this change, and it showed a best specific capacitance (Cs) of 508.25 F/g at a current density (CD) of 1.75 A/g. Interestingly, this particular capacitance was higher than the other electrode materials such as ZCM1 and ZCM2 that we examined in this research.