Designing nanocomposites with good electrochemical properties is the key to studying electrode materials for supercapacitors. In this paper, we report a well‐defined composite (NiAl‐LDH/Ni−MOF/S) prepared in three steps. After the synthesis of LDH nanoplates through a hydrothermal method, the MOF nanosheets were grown on its surface by in situ nucleation. In this procedure, the synergistic effect of MOF and LDH will improve the specific capacitance. Afterwards, the composite was subjected to a sulfidation treatment to enhance its electrical conductivity. Consequently, the NiAl‐LDH/Ni−MOF/S has an excellent specific capacitance (1670 F g−1 at 1 A g−1) and rate capability (65 % from 1 to 30 A g−1). Moreover, an asymmetric supercapacitor (ASC) was assembled with NiAl‐LDH/Ni−MOF/S as cathode and activated carbon as anode. The ASC displays a maximum energy density (35.4 Wh kg−1) and outstanding cycle stability (retention of 96.4 % after 10000 cycles at 10 A g−1), demonstrating the potential of the electrode for use in high‐efficiency electrochemical capacitors.