The lithium-ion capacitor (LIC) has attracted tremendous research interest because it meets both the requirement on high energy and power densities. The balance between effective surface areas and mass transport is highly desired to fabricate the optimized electrode material for LIC. Now, triple-shelled (3S) Nb2O5 hollow multi-shelled structures (HoMSs) were synthesized for the first time through the sequential templating approach and then applied for the anode of LIC. The unique structure of HoMSs, such as large efficient surface area, hierarchical pores, and multiple shells, provides abundant reaction sites, decreases the electron transport resistance, and increases the diffusion rate for ion transport. In this case, the best combination performance has been achieved among all the reported Nb2O5-based materials, which delivered an excellent energy and power densities simultaneously, and superb cycling stability.