Supercapacitor (SC) electrodes with excellent capacity and multiplicity performance have been in demand for a long time. In this paper, CeO2/Co3O4 nanorod arrays were firstly synthesized by hydrothermal method and thermal treatments, and then NiCo2S4 were successfully wrapped around CeO2/Co3O4 nanorod arrays by electrodeposition. On the one hand, the CeO2/Co3O4 nanorod arrays acted as a core layer to provide a scaffold for the continuous and stable conductivity of the electrochemical reaction, while on the other hand, the NiCo2S4 played an important role in increasing the capacity due to their high conductivity. The electrochemical properties of NiCo2S4@ CeO2/Co3O4 electrode materials were remarkable improvement due to the synergistic and complementary effect. The area capacitance of the prepared NiCo2S4@ CeO2/Co3O4 nanorod arrays was 1576.67 mF cm−2 with a current density of 1 mA cm−2. And the intrinsic and transfer resistances of the composites were 0.816 Ω and 0.064 Ω. Meanwhile, the asymmetrical supercapacitors exhibited excellent energy density (0.074 mWh cm−2) with the power density of 0.805 mW cm−2. The capacitive retention rate after 5000 cycles was 93.25%. This study demonstrates that the 3D core–shell structure of NiCo2S4@ CeO2/Co3O4 nanorod arrays has a good practical application potential in supercapacitor devices.