Interfacial integration of the shape-engineered electrode with strongly bonded current collector is the key for minimizing both ionic and electronic resistance, and then developing high-power supercapacitors. Herein, we demonstrated the construction of high-power micro-supercapacitors (VG-MSCs) based on high-density unidirectional arrays of vertically aligned graphene (VG) nanosheets, derived from thermally decomposed SiC substrate. The as-grown VG arrays showed a standing basal plane orientation grown on (0001(-)) SiC substrate, tailored thickness (3.5~28 μm), high-density structurally ordering alignment of graphene consisting of 1~5 layers, vertically oriented edges, open inter-sheet channels, high electrical conductivity (192 S cm-1), and strong bonding of the VG edges to SiC substrate. As a result, the demonstrated VG-MSCs displayed high areal capacitance of ~7.3 mF cm-2, and a fast frequency response with a short time constant of 9 ms. Furthermore, VG-MSCs in both aqueous polymer gel electrolyte and non-aqueous ionic liquid of 1-ethyl-3-methylimidazolium tetrafluoroborate operated well at high scan rate of up to 200 V s-1. More importantly, VG-MSCs offered a high power density of ~15 W cm-3 in gel electrolyte and ~61 W cm-3 in ionic liquid. Therefore, this strategy of producing high-density unidirectional VG nanosheets directly bonded on SiC current collector demonstrated the feasibility for manufacturing high-power compact supercapacitors.