Porous carbon spheres have drawn extensive attention owing to their excellent chemical stability and high surface area. However, the lack of mesopores and the high cost and complex preparation process limit their application. Herein, the interconnected hierarchical porous carbon spheres (HPCS-X-Y) from sodium lignosulfonate are synthesized by simple spray drying and carbonization-activation without template agents and crosslinking agents. The as-prepared HPCS-X-Y exhibits ultrahigh specific surface area (3402 m2·g−1), large pore volume (2.46 cm3·g−1), and well-developed macro-meso-microporous structure. When used as adsorbent for VOC removal and electrode material for supercapacitors, HPCS-X-Y shows excellent dichloromethane adsorption capacity (181 mg·g−1) and satisfactory specific capacitance (236.2 F·g−1 at 0.2 A·g−1), respectively. Furthermore, it has been found that adsorption and electrochemistry performance of HPCS-X-Y are closely related to porous structure. Namely, micropores provide abundant adsorption sites for adsorbate molecule/electrolyte ion, resulting in high adsorption capacity/specific capacitance, while the mesopores together with the macropores offer fast transport channels for adsorbate molecule/electrolyte ion, which plays an important role in high adsorption efficiency, outstanding capacitance retention and low internal resistance. The outcomes of this work supply foundational references for the design of hierarchical porous carbon spheres and the high-value utilization of industrial lignin.