Interconnected H0.12WO3 center dot H2O nanosheets with high electrochemical performances are fabricated on partial exfoliated graphite substrate (Ex-GF) by potential-limited pulse galvanostatic method (PLPG). The dead volume problem of bulk pesudocapacitive materials is addressed by the novel interconnected nanosheets structure, enabling a large specific capacitance of 5.95 F cm(-2) (495.8 F g(-1)) at 2 mA cm(-2). Merited from the fluent electrolyte penetration channels established by the plenty voids among nanosheets, as well as fast electron transportation in the electronic conductive tungsten bronze which is directly grown from graphite substrate, the obtained WO3/Ex-GF demonstrates excellent rate capability. The material can maintain 60.0% of its capacitance when the discharge current density increases from 2 to 100 mA cm(-2). Moreover, WO3/Ex-GF doesn't show capacitance decay after 5000 galvanostatic charge-discharge cycles, displaying its super stability. Furthermore, a high performance asymmetric supercapacitor assembled by using WO3/Ex-GF and electrochemical fabricated MnO2/Ex-GF as negative and positive electrodes, respectively displays a high energy density of 2.88 mWh cm(-3) at the power density of 11.1 mW cm-3, demonstrating its potential application for energy storage.