Supercapacitors (SCs) have been the subject of considerable interest because of their distinct advantages. The performance of SCs is directly affected by the electrode materials. Metal oxides derived from Prussian blue analogues (PBAs) are often used as electrode materials for SCs. Herein, we developed a multi-step strategy to fabricate ternary hollow metal oxide (CuO/NiO/Co3O4) heterostructures. The core-shell structured PBA (NiHCC@CuHCC) with Ni-based PBA (NiHCC) as the core and Cu-based PBA (CuHCC) as the shell was prepared by a crystal seed method. The ternary metal oxide (CuO/NiO/Co3O4) with a hollow structure was obtained by calcinating NiHCC@CuHCC. The prepared CuO/NiO/Co3O4 demonstrates an excellent specific capacitance of 262.5 F g-1 at 1 A g-1, which is 27.4% and 16.2% higher than those of CuO/Co3O4 and NiO/Co3O4, respectively. In addition, the material showed outstanding cycling stability with a capacitance retention of 107.9% after 3000 cycles. The two-electrode system constructed with CuO/NiO/Co3O4 and nitrogen-doped graphene hydrogel (NDGH) demonstrates a stable and high energy density of 27.1 W h kg-1 at a power density of 1037.5 W kg-1. The capacitance retention rate was 100.7% after 4000 cycles. The reason for the excellent electrochemical properties could be the synergistic effect of the introduced heterojunction of CuO/NiO, the hollow structure, and various metal oxides. This strategy can greatly inspire the construction of SC electrodes.