High‐performance fiber‐shaped energy‐storage devices are indispensable for the development of portable and wearable electronics. Composite pseudocapacitance materials with hierarchical core–shell heterostructures hold great potential for the fabrication of high‐performance asymmetric supercapacitors (ASCs). However, few reports concerning the assembly of fiber‐shaped ASCs (FASCs) using cathode/anode materials with all hierarchical core–shell heterostructures are available. Here, cobalt‐nickel‐oxide@nickel hydroxide nanowire arrays (NWAs) and titanium nitride@vanadium nitride NWAs are constructed skillfully with all hierarchical core–shell heterostructures directly grown on carbon nanotube fibers and are shown to exhibit ultrahigh capacity and specific capacitance, respectively. The specific features and outstanding electrochemical performances of the electrode materials are exploited to fabricate an FASC device with a maximum working voltage of 1.6 V, and this device exhibits a high specific capacitance of 109.4 F cm⁻³ (328.3 mF cm⁻²) and excellent energy density of 36.0 mWh cm⁻³ (108.1 µWh cm⁻²). This work therefore provides a strategy for constructing all hierarchical core–shell heterostructured cathode and anode materials with ultrahigh capacity for the fabrication of next‐generation wearable energy‐storage devices.