Although graphene is a typical two dimentional material, it was converted to multi-dimentional stuff to enhance special properties. The one dimensional graphene fiber is an example. Here we fabricated graphene fibers by utilizing ionic liquid as coagulation and functional diamines as cross-linkers to connect graphene oxide layers. The fibers showed excellent mechanical properties. The tensile strength of the resulant fibers reaches ~729 MPa after annealing at 2800 °C. All-solid-state flexible micro-capacitors are fabricated as well with promising energy storage performance. The fibers show a specific volumetric capacity as high as ~225 F/ cm3 (measured at 103.5 mA cm-3 in a three-electrode cell), as well as a long cycle life of 2000 times. The initial results have confirmed that these fibers can be complement or even replacement of batteries in miniaturized portable electronics systems.