In this work, we first successfully loaded the MOF structure Co-HKUST nanobundles on a foamed nickel without adding any binder. The Co-HKUST is a pseudo-capacitive material with excellent electrochemical performance as a unique energy storage material. As an electro-active material, such cobalt-based MOF exhibits superior pseudo-capacitive behavior in the KOH aqueous electrolyte with a high specific capacitance of 578.6 F g −1 at 1 A g −1 , and the specific capacitance remains 452.3 F g −1 when the current density increased to 10 A g −1 with a good rate performance (78.2%). Meanwhile, the cycle retention rate of the Co-HKUST is 88.7% after 1000 cycles at 7.5 A g −1. The two-electrode asymmetric supercapacitor (ASC) device is also assembled in this work. The specific capacitance of Co-HKUST//AC ASC is 200.5 F g −1 at 1 A g −1. Though 5000 cycles at 5 A g −1 , only 8.2% of the capacitance is lost. Energy density of asymmetric Co-HKUST//AC device can reach 71.35 Wh kg −1 at 1 A g −1 with a power of 809.9 W kg −1. More interestingly, even if the current density increased to 10 A g −1 , the energy density maintains 44 Wh kg −1 at power density of 8.5 kW kg −1. The above test results can fully show that the synthesized Co-HKUST material is a promising energy storage material.