Multicationic nitrides are emerging as a new class of high-performance electrode materials for micro-supercapacitors (MSCs), yet their synthesis and structural control remain challenging. Here, we report the fabrication of VWN nanolaminates using reactive magnetron sputtering deposition method. The deposition pressure and Ar/N₂ ratio are systematically tuned to optimize morphology and electrochemical performance. The 100 nm resulting films, composed of alternating 2 nm-thick VN and W₂N layers, achieve a high volumetric capacitance of 1400 F·cm⁻³ at 5 mV·s⁻¹ in 1 mol/L KOH, among the best reported multicationic materials for MSCs. We demonstrate that preferred-oriented nanolaminate growth and interface stabilization occur when VN is used as the initial layer, with a critical VN layer thickness of ≤50 nm. Structural characterization via TEM and XRD reveals the formation of a cubic Fm3m phase, while electrochemical analyses confirm exceptional rate capability and cycling stability. Post-annealing treatments further elucidate the stabilization mechanism of the nanolaminate architecture. This work provides a rational design strategy for engineering multicationic nitrides with tailored electrochemical properties, offering a promising pathway for next-generation energy storage devices.