A novel hollow polyaniline (PANI) nano-capsule with holes on the wall has been synthesized via a facile interfacial polymerization (IP) method without using any templates. The intriguing microstructure of such nano-capsule has been investigated by scanning electron microscopy (SEM) and transmission electron microscopy (TEM). A possible growth mechanism of the PANI nano-capsule has also been proposed. To further explore its possible application for supercapacitor, the electrochemical performance of the PANI nano-capsule has been carried out by cyclic voltammetry (CV), galvanostatic discharge/charge and electrochemical impedance spectroscopy (EIS). The obtained PANI nano-capsule electrode exhibits a high specific capacitance of 502 F g−1 (at the current density of 5 mA cm−2) and excellent cycling stability, rendering it to be a promising material for supercapacitor applications. Such special hollow PANI nano-capsule with well-defined microstructure holds great promise not only for electrochemical energy storage, but also for sensors, actuators, drug carrier and other applications.