The application of supercapacitors (SCs) based on the conventional polyvinyl alcohol‑potassium hydroxide (PVA-KOH) polymer electrolyte is challenged in variable humidity environments, especially in low relative humidity (RH) environments. Herein, taking advantage of the high ionic conductivity and strong hygroscopicity of highly concentrated KOH solutions, we have prepared a hygroscopic hydrogel polymer electrolyte composed of sodium alginate (SA)/PVA/poly(acrylic acid) (PAA)-KOH. The SA/PVA/PAA-KOH gel electrolyte exhibits high ionic conductivity, superior water retention and even water adsorption capability. A three-dimensional CoCu-layered double hydroxide/zeolitic imidazole framework-67 (CuCo-LDH/ZIF-67) porous electrode has also been prepared for the construction of the high-performance SC operating in variable RH environments. The CuCo-LDH/ZIF-67 porous electrode allows deep penetration of the self-hygroscopic electrolyte, facilitating electron/ion diffusion and providing fast water transport channels. As a result, our asymmetric SC show significantly improved electrochemical performance than that of SC based on conventional PVA-KOH electrolyte under different RH environments. This integration strategy can advance the practical application of SC in extreme environments.