We report the comparison of the electrochemical performances of α-MnO₂ and δ-MnO₂ produced by hydrothermal treatment. The structure and morphology of these materials were analyzed by SEM, HRTEM, XRD, and XPS, while their electrochemical properties were tested in the 1 M Na₂SO₄ aqueous electrolyte by cyclic voltammetry, galvanostatic charge–discharge measurements, and electrochemical impedance spectroscopy. The specific capacitance of δ-MnO₂ at 1 mV·s⁻¹ was 4.8 times higher than that of α-MnO₂ (211 vs. 44 F·g⁻¹) because of the layered structure of δ-MnO₂ that provided better availability of the electrode surface for electrolyte ions during charge–discharge cycles and pseudocapacitance behavior attributed to faradaic redox reactions. Moreover, δ-MnO₂ revealed high electrochemical stability (more than 98% of the initial capacitance after 5000 charge/discharge cycles) confirming its good performance as an electrode material for pseudocapacitors. The contributions of surface and diffusion capacitances were analyzed by the differentiation method.