Anion exchange is recognized as an effective method to regulate the composition, electronic conductivity, and electrochemical behavior of the transition metal‐based compounds. In this work, anion exchange is adopted as a rational post‐treatment route to facilitate the capacitive activity of CoNi2S4 nanoparticle arrays grown on carbon cloth (CC) with high mass‐loading. As soaked in saturated Na2S solution, the CoNi2S4/CC electrode showed an increased capacity from 483 C g−1 to 841 C g−1 at 10 mA cm−2 with excellent rate performance and stable cycling performance, which was superior to the CoNi2S4/CC electrode activated by NaBH4 reduction. Anion exchange was beneficial for enhancing the crystallinity, retaining the adhesion of nanoarrays, and realizing low resistance nature in a mild route. The as‐assembled CoNi2S4/CC//activated CC hybrid supercapacitor delivered a high areal capacitance of 1.28 F cm−2 at 5 mA cm−2, and achieved an energy density of 0.58 mWh cm−2 at a power density of 4.5 mW cm−2 with excellent cycle stability with 90.6 % capacity retention after 10000 cycles. [ABSTRACT FROM AUTHOR]