Coordination polymer frameworks (CPFs) have broad applications due to their excellent features, including stable structure, intrinsic porosity, and others. However, preparation of thin-film CPFs for energy storage and conversion remains a challenge because of poor compatibility between conductive substrates and CPFs and crucial conditions for thin-film preparation. In this work, a CPF film was prepared by the coordination of the anisotropic four-armed ligand and CuII at the liquid–liquid interface. Such film-based micro-supercapacitors (MSCs) are fabricated through high-energy scribing and electrolytes soaking. As-fabricated MSCs displayed high volumetric specific capacitance of 121.45 F cm−3. Besides, the volumetric energy density of MSCs reached 52.6 mWh cm−3, which exceeds the electrochemical performance of most reported CPF-based MSCs. Especially, the device exhibited alternating current (AC) line filtering performance (−84.2° at 120 Hz) and a short resistance capacitance (RC) constant of 0.08 ms. This work not only provides a new CPF for MSCs with AC line filtering performance but also paves the way for thin-film CPFs preparation with versatile applications.