As a unique pseudocapacitive material, the heterojunction‐structured CuO@Cu combines the high conductivity of substrate Cu and the high capacity of active CuO together for structure‐integral electrodes, however, its structural optimization and improved capacity are still the main challenges so far. In this study, an initial surface etching of copper foam (CF) is adopted to construct a primary heterostructure of CuO nanowires@CF (CuO NW@CF), and then, the surface decoration of CuO NW@CF via the deposition of cerium‐2‐methylimidazole based metal–organic frameworks (Ce‐2MI) finally results in the current‐collector‐/binder‐free electrodes of the hierarchical heterostructure Ce‐2MI@CuO NW@CF. Compared to the structural properties of CuO NW@CF, both the introducing Ce‐ion active sites and the enriched lattice oxygen vacancies cooperatively endow the pseudocapacitive electrodes of Ce‐2MI@CuO NW@CF with a ultrahigh specific capacitance and excellent cycling stability. Within the potential window of 1.6 V, the asymmetric supercapacitor devices of activated carbon//Ce‐2MI@CuO NW@CF acquire a high energy density of 56.8 Wh kg−1 at 725 W kg−1, which can light up a light‐emitting diode (LED) bulb for 20 min. Therefore, constructing the hierarchically heterostructured Ce‐2MI@CuO NW@CF is an effective approach to developing high‐performance supercapacitors for potential application purposes.