Well‐aligned CoWO4 nanosheet arrays grown on nickel foam substrates have been fabricated by using a facile hydrothermal process. The interconnected CoWO4 nanosheets with abundant open spaces are uniformly deposited on the skeleton of the nickel foam. When investigated as binder‐free electrodes for supercapacitors, the CoWO4 nanosheet arrays exhibit a specific capacitance of 1127.6 F g−1 at 1 A g−1 and remarkable cycle performance. Moreover, an asymmetric supercapacitor (ASC) is assembled by using CoWO4 nanosheets and activated carbon as the positive electrode and negative electrode, respectively. The ASC device delivers a maximum energy density of 48 Wh kg−1 at a power density of 365 W kg−1. The results demonstrate that CoWO4 nanosheet arrays could be potential electrode materials for energy‐storage systems.