Ternary transition metal oxide CoMoO4 as electrode materials have been widely investigated owing to their rich redox active sites, large specific surface area, and distinct structure characteristics. However, the supercapacitors based on CoMoO4 electrodes generally show low conductivity and poor cycling stability. Here, we report Mo-based hybrid structures through an efficient anion exchange strategy. The as-obtained CoMoO4@Co1.62Mo6S8 samples possess a specific capacitance of 665 C/g at 1 A/g. The as-assembled hybrid capacitor keeps a capacitance retention of 99.5% after 10,000 cycles. As electrocatalysts, the above electrode materials demonstrate an overpotential of 200 mV at 10 mA cm−2 for oxygen evolution reaction. This work offers new insights to design efficient and durable bifunctional electrode materials for energy storage and conversion.