Introduction of defects and engineering of structure play significant roles in improvement on electrochemical performances of copper sulfide (Cu9S5) as a supercapacitors (SCs) electrode. Herein, a hierarchical rose-shaped Cu9S5 is synthesized by using a facile one-step hydrothermal method and subsequently annealed under different atmospheres and time. X-ray photoelectron spectroscopy (XPS) spectra and scanning electron microscopy (SEM) confirm the presence of sulfur vacancies and changes of morphology in Cu9S5 annealed under argon (Ar) for 2 h (Cu9S5-Ar-2h), which exhibit an effective promotion to the surface redox reactions and ion transition ability proved by the electrochemical measurements. Thus, when the Cu9S5-Ar-2h is used as an SCs electrode, it performs the highest specific capacity of 337 C/g at a scanning rate of 5 mV/s, which is nearly four times that of the pristine Cu9S5 (92 C/g). Moreover, an asymmetric supercapacitor using Cu9S5-Ar-2h as a positive electrode and activated carbon as a negative electrode is designed and assembled, which demonstrates a good energy density of 13.2 Wh/kg at a power density of 789.5 W/kg and an outstanding cycling stability of near 100% after 2000 cycles. This work will provide a feasible strategy to construct advanced electrodes based on transition metal sulfides by annealing treatments.