The fabrication of graphene oxide (GO) thin layer encapsulated SiO2 microspheres (SiO2@GO) were accomplished by sonication-assisted interfacial self-assembly of tiny GO sheets on positively charged SiO2 microspheres. Then, hierarchical mesoporous δ-MnO2 hollow microspheres (δ-MnO2 HMS) were prepared by hydrothermal treatment of SiO2@GO microspheres in the presence of KMnO4, followed by removal of the SiO2 inner core in another hydrothermal reaction. The synthesized δ-MnO2 HMS was systematically characterized and found to exhibit remarkable supercapacitive performances in a three-electrode setup with the highest specific capacitance of 216.4 F g−1 at the current density of 0.5 A g−1, satisfactory rate capability and outstanding cyclic performance with the capacitance retention of 91.2% after consecutive charge/discharge at the current density of 5 A g−1 for over 3000 cycles. Such electrochemical behaviors of δ-MnO2 HMS electrode in a three-electrode system outperform those of a number of MnO2-based electrodes reported previously. Furthermore, a symmetric supercapacitor device of δ-MnO2 HMS//δ-MnO2 HMS was assembled. It released the maximum specific capacitance of 58.8 F g−1 at the current density of 0.25 A g−1, possessed excellent rate capability and favorable cycling stability with the capacitance retention up to 86.4% after cycling at the current density of 3 A g−1 for 3000 cycles, and offered the highest energy density of 8.2 W h kg−1 at a power density of 125 W kg−1, which was superior to that of many existing MnO2-based symmetric and asymmetric supercapacitors. The impressive electrochemical properties of δ-MnO2 HMS make it a promising candidate for constructing high-performance energy storage devices.