Construction of high-energy density asymmetric supercapacitors is often hindered by unsatisfactory matching between the anode and cathode. Thus, it is crucial to develop composite anodes with high specific capacitance to match that of cathodes. In this work, a novel anode material with well-dispersed Fe2O3 decorated on vertically aligned carbon nanotubes has been synthesized by a facile two-step method, consisting of supercritical carbon dioxide (SCCO2) assisted impregnation and subsequent thermal annealing. Due to the advantageous nanostructure, the Fe2O3/VACNT composites exhibit a large specific capacitance of 248 F g(-1) at 8 A g(-1) in 2 M KOH between -1.2 and 0 V versus SCE. An asymmetric supercapacitor operating at 1.8 V is assembled using the Fe2O3/VACNTs as the anode and the NiO/VACNTs as the cathode in a 2 M KOH aqueous electrolyte. The NiO/VACNTs//Fe2O3/VACNT asymmetric supercapacitor achieves an extremely high energy density of 137.3 W h kg(-1) at a power density of 2.1 kW kg(-1), and still retains 102.2 W h kg(-1) at the high power density of 39.3 kW kg(-1). Moreover, it also shows an outstanding cycling stability with similar to 89.2% capacitance retention after 5000 cycles. The facile and effective synthesis method, as well as the superior electrochemical performance of the Fe2O3/VACNT composites, pave a way for promising applications in high-performance energy storage.