Magnetite (Fe3O4) is a promising anode material for supercapacitors with aqueous alkaline electrolytes, whereas its sluggish kinetics and poor cycling stability are still challenges for practical applications. In this work, we design a Fe3O4 nanosheet-based binder-free anode derived from bicomponent Fe3O4–Fe nanosheets. The Fe3O4–Fe nanosheets are grown on a special stainless steel by an electrochemical method. Coated with graphene oxide, the Fe3O4–Fe nanosheets are subjected to electrochemical activation, through which the Fe3O4–Fe nanosheets and the surface of the special stainless steel are simultaneously oxidized into Fe3O4, and thus an integrated electrode with sufficient active sites for non-insertion charge storage is obtained. The graphene oxide is reduced to electrochemically reduced graphene oxide at the same time. When used as a binder-free anode in KOH solutions, the Fe3O4 nanohseets@electrochemically reduced graphene oxide electrode demonstrates pseudocapacitive behavior with a high capacitance (442.0 F g−1 at 3 A g−1), superior rate capability (430.9 F g−1 at 30 A g−1), and excellent cycling stability (98.9% retention after 25000 cycles). The asymmetric supercapacitor assembled with the Fe3O4 electrode exhibits a high energy density and good cycling stability. These results suggest the high potential of the rationally designed Fe3O4 nanosheet-based electrode as an integrated anode for supercapacitors.