To explore the effect of sulfur vacancies in transition metal sulfide on the electrochemical properties of anode materials, the graphene oxide (GO) and CoNi₂S₄ were used as the raw materials to synthesize the rGO₁₀-CoNi₂S_4-x composite electrode materials by the solvothermal method. The obtained rGO₁₀-CoNi₂S_4-x electrode materials with sulfur vacancies consist of nanoflakes and nanorods. The galvanostatic charge-discharge test of the rGO₁₀-CoNi₂S_4-x electrode materials shows a great specific capacitance of 3050.1 F/g at a current density of 1 A/g. Moreover, the electrode materials still remain rate capability retention of 86.1% when the current density increases from 1 to at 10 A/g. The rGO₁₀-CoNi₂S_4-x composite containing sulfur vacancies has higher specific capacitance and better rate capability in comparison to the pristine rGO-CoNi₂S₄ without containing sulfur defects. The optimized rGO₁₀-CoNi₂S_4-x composite electrode materials with sulfur vacancies exhibit outstanding cycle stability and rate performance.