Metal-organic frameworks (MOFs) have been extensively applied in supercapacitors. Unfortunately, metal active sites in MOFs are commonly blocked and saturated by organic ligands, leading to insufficient positions available for the electrochemical reaction. To address this issue, we develop a novel strategy to design and prepare a series of hollow metal sulfide/MOF heterostructures, which simultaneously alleviate the large volume expansion, avoid slow kinetics of metal sulfides and expose more electrochemically active sites of the MOF. Consequently, the optimized Co9S8/Co-BDC MOF heterostructure presents outstanding electrochemical performance with a high areal specific capacitance of 15.84 F cm-2 at 2 mA cm-2 and a capacitance retention rate of 87.5% after 5000 charge-discharge cycles. The asymmetric supercapacitors based on the heterostructure deliver a high energy density of 0.87 mW h cm-2 and a power density of 19.84 mW cm-2, as well as long cycling stability. This study provides a new strategy for the rational design and in situ synthesis of metal sulfide/MOF heterostructures for electrochemical applications.