A hierarchical heterostructure of Fe2O3 nanospheres anchored on FeS2 nanosheets has been synthesized by a one-step hydrothermal treatment and investigated as electrode material for supercapacitors. The FeS2@Fe2O3 hybrid electrode shows superior supercapacitive performance compared to the bare Fe2O3 electrode, demonstrating a large specific capacitance of 255Fg−1 as well as good rate capability (145Fg−1 at a current density of 8Ag−1) and cycle performance (90% capacitance retention after 5000 cycles).