The development of POM‐based coordination polymers (CPs) provides a promising chance to approach excellent bifunctional electrode materials. Herein, three new polyoxometalates (POMs)‐based three‐dimensional (3D) inorganic‐organic hybrid compounds, [HPMVI9MV3O40]CuI5[4‐atrz]6⋅XH2O [M=Mo(1) or W(2), X=1(1)], [H2SiMoVI9MoV3O40]CuI5[4‐atrz]6⋅H2O (3) have been synthesized via hydrothermal reaction and explored as pseudocapacitive and sensors electrode materials. These compounds possess a novel three‐dimensional sandwich structure formed from POMs and ring CuI‐4‐atrz complexes by using Cu1 as nodes. As capacitor electrode materials, compounds 1 and 3 with Mo‐containing POMs show much higher specific capacitance than 2, which is because that POMs with Mo as metal atoms have much higher oxidation capacity than those with W. When these compounds are used as sensors to detect NO2− and Cr2O72−, compound 3 shows the highest sensitivity, lowest detection limit and most excellent anti‐interference ability. These results indicate that combining POMs and CuI‐4‐atrz complexes to form POM‐based coordination polymers with unique microstructures greatly improve the electrochemical performance and stability of traditional POMs as electrode materials, which are attributed to excellent redox properties of POMs, and unique three‐dimensional structure formed due to introduction of Cu‐4‐atrz complex. This work provides a promising direction for exploring novel bifunctional electrode materials.