A simple hydrothermal treatment process was used to prepare urchin‐like NiS@NiCo2S4 composites on Ni foam, which were then employed as binder‐free and conductive‐agent‐free electrodes for pseudocapacitors. The as‐synthesized composites have significant capacitive performance because of the novel porous structure. A specific capacitance up to 14.32 F cm−2 was obtained at a current density of 5 mA cm−2, which was far higher than that of pristine NiCo2S4 nanotube arrays (about 8.4 F cm−2). More importantly, Ni@NiS@NiCo2S4 and activated carbon (AC) were assembled as the positive and negative electrode, respectively, in an asymmetric supercapacitor, which possesses prominent performance. In addition to 78.7 % capacitance retention when cycling at 50 mA cm−2 for 5000 cycles, the as‐fabricated Ni@NiS@NiCo2S4//AC device exhibits a high energy density of 38.96 Wh kg−1 and power density of 339.62 W kg−1 at a current density of 10 mA cm−2.