Poly(3,4‐ethylenedioxythiophene):poly(4‐styrenesulfonate) (PEDOT:PSS) aerogel has attracted much attention in bioelectronics, electromagnetic shielding, and energy‐related systems due to its biocompatibility, intrinsic electronic conductivity, and favorable processability. However, fabrication of highly conductive and low‐density PEDOT:PSS aerogels is still challenging. In this work, highly conductive PEDOT:PSS aerogels are produced via ice‐templated pre‐assembly followed by a specially designed thawing process in H2SO4 solution. Upon optimization of heat and mass transfer during the thawing process, along with the unique ice template effect, the microstructure and thin walls of PEDOT:PSS frozen samples are well preserved. Importantly, the porous structure and thin walls facilitate diffusion of H2SO4 into polymer matrix, inducing phase separation of PEDOT:PSS, thus increasing PEDOT crystallinity and partially removing of PSS component. As a result, the as‐prepared pristine PEDOT:PSS aerogels exhibit a high electrical conductivity of 1200 ± 231 S m−1 along the freezing direction at a low density of 15.3 ± 1.5 mg cm−3, enhanced mechanical properties, and a competitive electromagnetic interference shielding efficiency of 25 115 dB cm2 g−1. Moreover, the compressed aerogels show good performances as active materials in symmetrical supercapacitors with thickness‐independent capacitance (maximum 2.1 F cm−2 at 1.0 mA cm−2) and in current collector‐free micro‐supercapacitors processed by laser carving.