Nanostructured hybrids constituted by transition metal sulfides and graphene are promising for next-generation energy storage devices. Herein, we rationally design and prepare iron-nickel sulfide particles uniformly distributed on reduced graphene oxide (FeNiS/rGO) via a hydrothermal approach, followed by thermal treatment in the presence of sulfur powders. Benefiting from integrated structures of electro-active FeNiS particles and conductive graphene backbones, the FeNiS/rGO electrodes exhibit a high specific capacitance of 2454 F g−1 at 1 A g−1 and a good lithium storage capacity of 998 mAh g−1 at 0.2 A g−1, as well as outstanding capacity retention with increasing current densities and stable cycling performance. An asymmetric supercapacitor, assembled by FeNiS/rGO as the positive electrode and activated carbon as the negative electrode, delivers a high energy density of 64.3 Wh kg−1 at a power density of 508 W kg−1.