In order to explore the supercapacitor electrode material with high energy density, a composite material that nickel-cobalt sulfide loaded in graphene (NiCo2S4@rGO) with core-shell structure was successfully prepared by hydrothermal, room temperature vulcanization and annealing. The core-shell structure of the material greatly increased the contact area between the material and the electrolyte and improved the electrochemical performance. In addition, the energy density has been significantly improved. NiCo2S4@rGO was characterized by field emission scanning electron microscopy (SEM), high-resolution transmission electron microscope (HRTEM), X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FTIR) and Raman spectrometer. The electrochemical properties of the material were evaluated by cyclic voltammetry (CV), galvanostatic charge-discharge (GCD) and electrochemical impedance spectroscopy (EIS). The results show that the capacitance can reach 1100 F/g at the current density of 0.5 A/g. Furthermore, the NiCo2S4@rGO as positive electrode and reduced graphene oxide (rGO) as negative electrode were assembled into an asymmetric supercapacitor (ASC). The device exhibits a high energy density of 74.78 Wh/Kg at a power density of 400 W/Kg, as well as excellent cycling stability of 88.9% after 3 000 cycles, which reflects the excellent electrochemical performance of the material.