In this work, carbon nanoparticle-anchored MoS2 nanosheets are synthesized by a supramolecular self-assembly method, through which β-cyclodextrins (β-CDs) are combined with l-cysteine by the hydrogen bond and the electrostatic interaction in the aqueous solution, which are then carbonized to carbon nanoparticles and anchored on the surface of MoS2 nanosheets during the hydrothermal process. The carbon nanoparticles anchored on MoS2 nanosheets effectively inhibit the aggregation and restacking of MoS2, and then enhance the electrical conductivity of the composite. The superior electrochemical performance is exhibited through cyclic voltammetry and galvanostatic charge-discharge, including a high specific capacitance of 394.2 F g−1 at the scan rate of 5 mV s−1 and a high rate retention ratio of 63.3% when the scan rate increases from 5 to 200 mV s−1. The remarkable performance is mainly attributed to the better electrical conductivity and the higher rates of electron migration and ion transport, making the carbon nanoparticle-anchored MoS2 nanosheets a potential candidate material for advanced energy storage systems.