MXenes, a novel class of 2D materials, exhibit great potential for energy storage due to their unique layered structure and excellent electrical conductivity. However, improving the intrinsic electrochemical storage capacity of MXenes remains a significant challenge, often requiring the incorporation of other Faradaic materials. Oxidation, in particular, poses a key issue that impacts the capacity of MXene devices. In this study, controlled oxidation is employed to create nanoscale holes within MXene, transforming them into holey MXene (H‐MXene) nanosheets. These porous structures shorten ion transport distances and increase ion transport pathways, thereby significantly enhancing the electrochemical storage capacity of MXenes. The resulting H‐MXene micro‐supercapacitors (MSCs) demonstrate exceptional performance, achieving an aerial capacitance 2.5 times that of unmodified MXene electrodes, along with excellent cycling stability, retaining 91.7% of their capacitance after 10 000 cycles. Additionally, a flexible integrated system combining energy storage and sensing functionalities is developed, showcasing its scalability in self‐powered sensing applications. The incorporation of self‐healing polyurethane (PU) enables the device to retain 90% of its storage capacity after undergoing self‐healing. This study presents a novel approach for developing high‐performance MXene‐based energy storage devices and provides valuable insights into efficient ion transport and storage in 2D materials.