Rational design of a Prussian blue analogue (PBA)@Ni-Co layered double hydroxide (NiCo-LDH) nanocomposite electrode material is vitally important for synthesizing high-performance supercapacitor electrodes. In this work, such nanocomposite electrode materials were successfully fabricated by a facile hydrothermal method. Firstly, three-dimensional (3D) regulated NiCo-LDH nanosheets with high interlayer space were grown on nickel foam under mild synthetic conditions. Then these nanosheets as a precursor were in situ converted into the target PBA@NiCo-LDH/NF nanocomposite electrode by a facile thermal ion-exchange reaction with potassium ferricyanide (K3[Fe(CN)6]). A series of PBA@NiCo-LDH/NF nanocomposite electrodes were fabricated with different ratios of Ni and Co and reaction temperatures. Their structures and morphologies were characterized by X-ray diffraction (XRD), FT-IR and scanning electron microscopy (SEM). Electrochemical investigation reveals that the PBA@Ni0.4Co0.6-LDH electrode exhibits the best electrochemical performance with an area specific capacitance of 2004.26 mF cm-2 at 1 mA cm-2, which is much higher (about three times) than the properties of each single component. All results demonstrate that (1) high-performance composite electrodes can be effectively fabricated and (2) fabrication of such composites is highly necessary and important.