The electrochemical supercapacitors with high power density, long cycle life, and excellent safety represent one of the most promising energy storage devices for flexible and portable electronics, but their spontaneously rapid drop of open‐circuit voltage (self‐discharge) greatly limits their wide applications. Herein, a series of bilayer heterogeneous polyelectrolyts (BHPs) consisting of a polyanion complex and a polycation complex are designed, to regulate the self‐discharge performance of supercapacitors. The BHP‐based supercapacitors possess comparable energy storage properties with those of devices based on traditional homogeneous polymer electrolyte, but exhibit a unique and noteworthy suppressed effect on the self‐discharge performance of devices. The experimental results and theoretical simulation reveal that the zeta potential difference between the used polyanion/polycation complexes has effect on the self‐discharge rate of BHP‐based supercapacitor, and the electrostatic interaction between polyelectrolytes and the mobile counterions also greatly affects the self‐discharge performance of devices. Herein, the effect of molecular structures and their interaction of polyelectrolyte complexes in BHPs on the electrochemical performance of the resultant supercapacitors are systemmatically investigated, which provides a general strategy to design novel polymer electrolytes to build high‐performance flexible supercapacitors with long self‐discharge time.