In recent years, the electrochemical properties of supercapacitors have been greatly improved due to continuous improvement in their composite materials. In this study, an urchin-like MgCo2O4@PPy/NF (MgCo2O4@polypyrrole/Ni foam) core-shell structure composite material was successfully developed as an electrode for supercapacitors. The MCP-2 composite material, obtained by a hydrothermal method and in situ chemical oxidative polymerization, shows a high specific capacitance of 1079.6 F g-1 at a current density of 1 A g-1, which is much higher than that of MC (783.6 F g-1) under the same conditions. Simultaneously, it has low resistance and an excellent cycling stability of 97.4% after 1000 cycles. Furthermore, an all-solid-state asymmetric supercapacitor (ASC) was assembled using MCP-2 as the positive electrode and activated carbon (AC) as the negative electrode. The MCP-2//AC ASC exhibits high specific capacitance (94 F g-1 at a current density of 0.4 A g-1), high energy density (33.4 W h kg-1 at a power density of 320 W kg-1), high volumetric energy density (17.18 mW h cm-3 at a volumetric power density of 0.16 W cm-3) and excellent cycling stability (retaining 91% of the initial value after 10 000 cycles). Simultaneously, the device has low leakage current and excellent self-discharge characteristics. All these results indicate that the MCP-2//AC ASC is a good energy storage device; it can support the function of two LEDs for 20 minutes. These results indicate that the MCP-2//AC ASC will play an important role in energy structures in the future.