The layer-by-layer self-assembly technology was adopted to prepare a new generation of supercapacitor electrode material, GOQDs@NiAl-LDH, between Ni–Al layered double hydroxide (LDH) and graphene oxide quantum dots (GOQDs). First, Ni–Al LDH was prepared by coprecipitation of nickel nitrate and aluminum nitrate and then delaminated by ultrasonication. Second, NiAl-LDH was combined with GOQDs that were prepared by a ball milling reaction using hexachlorobenzene as raw material. The electrochemical data indicate that the composite (OGL9) exhibits highest specific capacitance, large current charge and discharge characteristics, and excellent cycle stability when the content of GOQDs is 10%. And the specific capacitance of composite reaches to 869 F/g at the current density of 1 A/g. Moreover, the capacitance retention at 1 A/g discharge current condition is 69.6% after 2000 cycles. And the results indicate that the OGL9 can be a promising electrode material for supercapacitor applications.