With rapid development and broad application of MXenes, it is important to dedicate efforts to explore the preparation of MXenes from MAX phases, owing to the strict policies of energy conservation and environmental protection. Therefore, a new synthesis strategy for MXenes through ionic-liquid-based microemulsions was proposed successfully for the first time here. Because of the unique interface reaction feature of microemulsions, it could improve the etching conditions of MAX phases, thereby enhancing the reaction efficiency. Effects of the temperature, acid, and ionic liquid species on the etching reaction were investigated in detail. MXenes were prepared successfully within 24 h through 1-hexyl-3-methylimidazolium hexafluorophosphate- or 1-hexyl-3-methylimidazolium tetrafluoroborate-based microemuslions at a temperature of 30 °C and pH of 0.3. MXenes with or without annealed treatment were used to make supercapacitor electrodes for evaluating their electrochemical performances. In comparison to unannealed MXenes, the specific capacitance of annealed MXenes was higher, owing to the lower resistance. The optimal MXenes exhibited a specific capacitance of 46.5 F/g at a current density of 40 mA/g and high stability after 500 charge/discharge cycles (100 mA/g), which is comparable to other reports. Through this work, it can open a new window for the preparation of MXenes, which helps to further promote their development and application in research of electrode materials.