The combination of carbon and iron oxide has recently attracted increasing research interest in energy conversion and storage. Here, the hybrid nanostructure with N, S-codoped Fe3O4 supported/embedded on/in N-doped porous carbon (NS-Fe3O4@N-PC) nanococoon was prepared via direct pyrolysis of core@shell beta-FeOOH@ Polypyrrole (beta-FeOOH@PPy) composite. Benefiting from the synergistic effect of high redox activity of NS-Fe3O4 and excellent electrical conductivity as well as good mechanical stability of N-PC, the obtained NS-Fe3O4@N-PC exhibited an enhanced specific capacitance of 866 F/g at 1 A/g along with excellent rate capability (383 F/g at 10 A/g) and improved cycling stability (78.2% of initial capacitance retained after 5000 cycles test) while applied as electrode materials of supercapacitor. Significantly, the asymmetric supercapacitor devices assembled using NS-Fe3O4@N-PC as anodes and commercial carbon nanotubes as cathodes can achieve a large stack energy density of 38.9 Wh/Kg at a stack power density of 700.2 W/Kg along with good stability (only 8.4% decay of initial capacitance after 5000 cycles at 4 A/g). The present work may provide a general approach for fabricating other metal oxide@carbon hybrid nanomaterials for various applications.