In this paper, we demonstrate a two-step method to transform Co-Co Prussian blue analogue (PBA) nanocubes into porous and hollow CoS2 nanocubes. The morphology and microstructures of the synthesized CoS2 hollow nanocubes were investigated by scanning electron microscopy, transmission electron microscopy (TEM), X-ray photoelectron spectroscopy, X-ray diffraction, and automatic micropore physisorption analyzer. Electrochemical capacitive properties of the synthesized CoS2 hollow nanocubes were characterized by cyclic voltammetry, electrochemical impedance spectroscopy and galvanostatic charge-discharge tests in alkaline aqueous solution (2M KOH). Results show that the porous CoS2 nanocubes have hollow and mesoporous structure with high specific surface area (113.9m2 g−1), and show a high specific capacitance of 936Fg−1 at the current density of 1Ag−1. Also, the CoS2 hollow nanocubes possess good power characteristics (the capacitance retention is 73.3% from 1Ag−1 to 20Ag−1) and good long-term cycling life with 83% specific capacitance retention after 5000cycles at 5Ag−1. Additionally, an asymmetric supercapacitor (ACS) was assembled by using CoS2 on carbon cloth and activated carbon (AC) on carbon cloth as the positive and negative electrodes, respectively. The prepared ACS shows a high energy density of 34.68Whkg−1 at the power density of 356.9Wkg−1, 25.74Whkg−1 remained at a power density of 7336.8Wkg−1, and excellent rate performance (the capacitance retention is 74.2% from 0.5 to 10Ag−1). These indicate that the CoS2 hollow nanocubes are good candidates for the next-generation high performance supercapacitor electrode materials.