The optimization of the material structure and the adjustment of the components are effective ways to improve the energy storage performance of the electrochemical capacitors. In this study, the core-shell cobalt-doped nickel sulfide microspheres with a reasonable structure were designed and constructed, and the morphological changes of the material were investigated by adjusting the Co/Ni ratio. The core-shell bimetallic sulfide microspheres were prepared by a two-step method without templates. In the first step, the core-shell Ni-Co MOF was obtained by a hydrothermal method. In the second step, Co-doped NiS2 was obtained by using sulfur powder as sulfur source and heating at high-temperature under the protection of nitrogen. The special structure of the bimetallic sulfide showed excellent electrochemical properties with the specific capacitance of 332.8 mA h g−1 at 1 A·g−1. The cycle stability was maintained at 84.9% after 5000 cycles. The two-electrode system condition test showed that the energy density of ASD reached 65.6 Wh kg−1 when the power density was 0.85 kW kg−1, indicating that the material is a promising material for energy storage devices.