Constructing graphene-based heterostructures with large interfacial area is an efficient approach to enhance the electrochemical performance of supercapacitors but remains great challenges in their synthesis. Herein, a novel ultra-small amorphous Fe2O3 nanodots/graphene heterostructure (a-Fe2O3 NDs/RGO) aerogel was facilely synthesized via excessive metal-ion-induced self-assembly and subsequent calcination route using Prussian blue/graphene oxide (PB/GO) composite aerogel as precursors. The deliberately designed a-Fe2O3 NDs/RGO heterostructure offers a highly interconnected porous conductive network, large heterostructure interfacial area, and plenty of accessible active sites, greatly facilitating the electron transfer, electrolyte diffusion, and pseudocapacitive reactions. The obtained a-Fe2O3 NDs/RGO aerogel could be used as flexible free-standing electrodes after mechanical compression, which exhibited a significantly enhanced specific capacitance of 347.4 F·g−1 at 1 A·g−1, extraordinary rate capability of 184 F·g−1 at 10 A·g−1, and decent cycling stability. With the as-prepared a-Fe2O3 NDs/RGO as negative electrodes and the Co3O4 NDs/RGO as positive electrodes, an all-solid-state asymmetric supercapacitor (a-Fe2O3 NDs/RGO//Co3O4 NDs/RGO asymmetric supercapacitor (ASC)) was assembled, which delivered a high specific capacitance of 69.1 F·g−1 at 1 A·g−1 and an impressive energy density of 21.6 W·h·kg−1 at 750 W·kg−1, as well as good cycling stability with a capacity retention of 94.3% after 5,000 cycles. This work provides a promising avenue to design high-performance graphene-based composite electrodes and profound inspiration for developing advanced flexible energy-storage devices.