Nanoscale transition metal oxides and polyoxometalates attract great attention due to their short diffusion channel distance and reversible redox reaction. However, the inevitable agglomeration, shrinkage and volumetric expansion/shrinkage of nanomaterials seriously affect their electrochemical properties. Here, the 3D heterostructure CoWO4/Co3O4 nanocone arrays are synthesized via a facile and efficient microwave hydrothermal method. The obtained CoWO4/Co3O4 NCAs overcome these shortcomings and achieve high electrochemical performance. The electrochemical behaviors of as-prepared composites are investigated systematically, during which four pairs of redox peaks in cyclic voltammetry curve are observed and discussed in detail. The kinetic analysis of redox reaction is employed to confirm the redox pseudocapacitance mechanism (surface capacitance-dominated process) and intercalation pseudocapacitance mechanism (diffusion-controlled process) of charge storage, suggesting faradaic intercalation process of 3D heterostructure CoWO4/Co3O4 NCAs (22% diffusion contribution at 0.8 mV s−1). The assembled solid-state hybrid supercapacitors further exhibit high energy density (45.6 Wh kg−1) and power density (7500 W kg−1 at 32.8 Wh kg−1) even at a super-high total loading mass of 23.1 mg of active materials. This work provides some meaningful and significant basis and foundation for the study of supercapacitors.