Nanostructured mixed transition metal phosphides are promising battery-type materials for supercapacitor applications due to their advantageous morphology and electronic properties. In the present study, we constructed a porous NiFeP/MoO2@Co3O4 core–shell heterostructure grown on nickel foam using a hydrothermal route, phosphorization treatment and atomic layer deposition. The resulting NiFeP/MoO2@Co3O4 cuboids were characterized by a lower charge transfer resistance, rich electroactive sites and shorter ion diffusion paths for redox reactions. It is discovered that the excellent supercapacitive performance of NiFeP/MoO2@Co3O4 cuboids was obtained not only because of the rich active sites via the formation of multiple components but also due to the strong electronic interaction between Co and Ni/Fe/Mo species. Benefiting from the rich active sites of NiFeP, the designed NiFeP/MoO2@Co3O4 exhibited a specific capacity of 1531.1 C g−1 and a high durability, with a retention rate of 90.8% after 20,000 cycles, outperforming previously reported metal-phosphide-based materials. A hybrid device was also constructed with a NiFeP/MoO2@Co3O4 cathode and a graphene anode, delivering a maximum energy density of 71.3 W h kg−1 at a power density of 2100.3 W kg−1 with exceptional capacity retention after 10,000 cycles. These results suggest that the proposed novel strategy has great potential for the improvement of smart nanostructures for advanced supercapacitors.