A novel NiAl double hydroxide@polypyrrole (LDH@PPy) core–shell material was designed and fabricated by a facile in situ oxidative polymerization of pyrrole (Py) monomer. The microstructure and morphology of the LDH@PPy composites were determined by X‐ray diffractometer, Fourier transform infrared (FTIR), scanning electron microscopy/transmission electron microscopy, and thermogravimetric and differential thermal, revealing that the polypyrrole (PPy) was successfully coated onto the surface of the NiAl‐LDH (LDH) core and the loading amount of PPy impacted the thickness and the dispersion of the conductive PPy shell. The electrochemical performances of the LDH@PPy composites were also evaluated by cyclic voltammogram, electrochemical impedance spectroscopy, and galvanostatic charge–discharge measurements. The results indicated that the supercapacitor performances were attributed to the synergy of unique core–shell heterostructure and each individual component, where the LDH core provided the high‐energy storage capacity and the PPy shell with networks had high electronic conductivity. These shorted the ion diffusion pathway and made electrolyte ions more easily accessible for faradic reactions to enhance the electrochemical performance of the LDH@PPy composites. It was found that the LDH@PPy composite (LDH@PPy7) fabricated at 7 mL∙L−1 of Py monomer feed exhibiting the best electrochemical performances with high specific capacitance of 437.5 F∙g−1 at 2 A∙g−1 and excellent capacitance retention of about 91% after 1000 cycles. The work provides a simple approach for designing organic–inorganic core–shell materials with potential application in supercapacitors. © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2019, 57, 1653–1662