Summary: Developing an anode with outstanding electrochemical properties remains a significant challenge in building high-performance asymmetric supercapacitor devices. The promising Fe,O,-based anode shows exceptional theoretical electrochemical performance but limited by its undesired practical energy density and long-term cycling stability. Herein, we propose a physical spatial-confining strategy to enhance the electrochemical performance of the Fe,O,-based electrode with tunable surface pseudocapacitance using redox electrolyte Na,SO,. By introducing Al,O, nanograins on the surface of Fe,O,, electrolyte Na, can diffuse through the surface-anchored Al,O, nanograin but SO, was physically blocked due to the Na, ions fast diffusion nature of Al,O, during the electrochemical operations. And a positive charge center by Na, was formed on the side of Fe,O,, which attracts SO, securing a stable bridge between the dissociative SO, groups and electrode. Such a physically constrained structure ensures the fast dual-ion-involved redox reactions, leading to a significant electrochemical performance (including capacitance performance and long-term cycling stability). The Al,O,/Fe,O,-based anode delivers a high capacitance of 2371F g, at 5 mV s, with a capacitance retention of 1277F g, even at 200 mV s,, which also shows superior cycling stability of 95.38% after 5000 cycles. A novel dual-electrolyte Al,O,/Fe,O,@CNTs/Na,SO,//MnO,@CNTs/Na,SO, asymmetric supercapacitor device with a potential window of 0–2.2 V was configured, which shows the remarkable performance of energy density of 174 W h kg, at a power density of 4492 W kg,.