In this study, ZnWO4@NiCo2O4 core-shell nanosheet array composites were successfully synthesized on a nickel foam (NF) substrate using a two-step hydrothermal method. By systematically investigating the effects of reactant concentration, reaction time, and reaction temperature on the microstructure and electrochemical performance of the material, the optimal synthesis conditions were determined to be a Zn(NO3)2·6H2O to Na2WO4·2H2O molar ratio of 2:1, a reaction time of 12 hours, and a reaction temperature of 120°C. The ZnWO4@NiCo2O4 electrode material prepared under these optimal conditions exhibited excellent electrochemical performance, with a mass-specific capacitance of up to 455.4 mAh/g at a current density of 1 mA/cm2. Additionally, the electrode material demonstrated good rate performance and cycling stability, retaining 81.1% of its capacitance after 10,000 cycles. Characterization techniques such as X-ray diffraction (XRD), scanning electron microscopy (SEM), and X-ray photoelectron spectroscopy (XPS) were used to reveal the microstructure and chemical composition of the ZnWO4@NiCo2O4 composite material. The electrochemical test results indicate that the excellent performance of the ZnWO4@NiCo2O4 composite material can be attributed to its unique core-shell nanosheet array structure, which not only provides abundant active sites but also facilitates the diffusion of electrolyte ions and the transmission of electrons. This study provides an effective strategy for developing high-performance supercapacitor electrode materials.