Electrochromic supercapacitor devices (ESDs), which integrate electrochromism and energy storage functions, have garnered considerable attention in recent years. Polyoxometalates (POMs) are regarded as promising materials for electrochromic energy storage due to their intriguing structures and high electrochemical activities, while relatively low optical modulation limits their widespread application. Significant efforts have been dedicated to improve the electrochromic properties, with one of the most promising approaches being the combination of POMs with conducting polymers to harness the synergistic effect that enhances electrochemical performance. In this study, a novel K12.5Na1.5[NaP5W30O110]⋅15H2O/TiO2@Poly(3,4-ethylenedioxythiophene) (P5W30/TiO2@PEDOT) nanocomposites were successfully synthesized using a combination of screen-printing and electrochemical deposition methods. Benefiting from the synergistic effect between P5W30/TiO2 and PEDOT, the as prepared nanocomposites exhibit enhanced transmittance modulation (74%), shorter switching time (<4.6 s) as well as higher areal capacitance (47.9 mF cm−2 at 0.1 mA cm−2) than pure P5W30/TiO2 film. Additionally, a multicolored ESD was demonstrated by integrating P5W30/TiO2@PEDOT film with an electrochemically polymerized PANI film. Furthermore, this ESD enabled an intelligent visual monitoring of the energy storage status and powered LED bulb after charging. This work holds great significance in developing electrode materials based on POMs for bifunctional ESDs while providing new possibilities for electronic display applications.