Stretchable, self‐healable, and high‐capacity supercapacitors (SCs), as a state‐of‐the‐art energy storage technology, hold enormous potential in cutting‐edge wearable electronics. However, it is challenging to achieve excellent stretchability, superior self‐healing ability, and high specific capacitance in the whole device simultaneously. Herein, a new class of high‐capacity, stretchable, and self‐healing SCs with all‐in‐one structures is constructed by synergistically utilizing multiple cross‐linking effect and dynamic reversible non‐covalent bonding of a stretchable and self‐healing hydrogel electrolyte. The interlocking all‐in‐one structure leads to seamless contact as well as synchronous deformation and change between the electrodes and the electrolyte. Thus, by virtue of the stretchability and the self‐healing ability of the electrolyte, the whole devices exhibit both excellent stretchability (elongation at break of 1060%) and superior self‐healing ability (mechanically self‐healing efficiency of ≈80%). Moreover, by regulating the mass loading of the electrode materials along with the good interface contact of the all‐in‐one structure, the SCs also show high specific capacitance (109 mF cm−2). Their comprehensive performances are among the best in the ever‐reported all‐in‐one SCs. Thus, this work provides a feasible strategy for constructing high‐capacity, stretchable, and self‐healable SCs for smart wearable electronics.