Self-supported materials have been widely used in high-power energy storage devices due to the unique construction offering fast charge transfer from the active material to the conducting substrate. However, the electron conduction in the active material presents limitations on the overall performance of the electrode. In this work, we have fabricated hierarchical ZnO nanoflake arrays vertically grown on a nickel foam substrate and wrapped tightly by wrinkled porous CoS nanofilms (ZnO NFAs/CoS NFs) via a hydrothermal process and subsequent electrodeposition. Such an optimized ZnO NFAs/CoS NFs electrode exhibits an excellent specific capacitance of 1416 F g-1 at a current density of 1 A g-1, and remarkable cycling stability with 85.3% retention of the initial capacitance at 10 A g-1 after 5000 cycles. Additionally, density functional theory (DFT) calculations have been performed to further investigate the mechanism, proving the facilitated electron transfer from CoS to ZnO, giving rise to the superior electrochemical performance.