In this study, a 3D reduced graphene oxide modified CoS₂ composite electrode (CoS₂/RGO) is synthesized by a facile hydrothermal approach. The dimensions of the CoS₂ nanoparticles in CoS₂/RGO are effectively reduced due to the geometric confinement of RGO, and a novel, large-scale wave-like structure is formed. This leads to an enlarged specific surface area and improved conductivity and could thus be favourable for both fast electron and ion transport. As a consequence, CoS₂/RGO displays better electrochemical properties than the pure individual components. When the mass ratio of CoCl₂·6H₂O and GO as the raw materials is 1 : 2, the obtained CoS₂/RGO composite electrode (CoS₂/RGO-2) delivers the highest capacitance of 930.3 F g⁻¹ at 2 A g⁻¹ and retains a capacitance as high as 677.9 F g⁻¹ as the current density increases up to 20 A g⁻¹. Moreover, in order to obtain high energy and power densities, a high-voltage asymmetric supercapacitor has been designed and constructed using the optimized CoS₂/RGO-2 composite electrode as the positive electrode and activated carbon (AC) as the negative electrode material. Such a device with an operational voltage of 1.6 V can achieve a remarkable energy density of 45.7 W h kg⁻¹ at a power density of 797.0 W kg⁻¹, in addition to the superior rate capability and prominent stability towards long time charge–discharge cycles.