Due to the high capacity of the three‐electron redox mechanism, Al‐ions‐based energy‐storage devices have the potential to provide a viable solution to meet the growing demand for powering electronic products. However, discovering suitable electrode materials for reversible insertion of Al ions remains a difficult task. Herein, it is reported that a classical conductive polymeric material poly(3,4‐ethylenedioxythiophene):poly(4‐styrenesulfonate) (PEDOT:PSS) can perform the reversible Al‐ions intercalation for aqueous electrochemical capacitors. The as‐prepared PEDOT:PSS film on a carbon cloth composite electrode exhibits a large magnitude of faradaic currents and sharp redox peaks in cyclic voltammetry (CV) curves in aluminum sulfate electrolyte, and delivers a high capacitance of 269 F g−1 (78 mAh g−1). Diffusion‐controlled Al‐ions intercalation/deintercalation as the charge‐storage mechanism is demonstrated here, which is not observed in other ions‐based electrolytes (H+, Mg2+, Li+, Na+). An asymmetric electrochemical capacitor based on Al ions, composed of such an electrode and activated carbon electrode is assembled and displays a high energy density of 41.6 Wh kg−1 at a power density of 0.24 kW kg−1, demonstrating a promising aqueous electrochemical capacitor with an advanced energy density via polyvalent ions intercalation.