With the advantages of ultra-high power density, and super specific capacitance, nickel sulfides pseudocapacitors have been supposed as one of the ideal devices for energy storage. However, the application of those pseudocapacitors have been subjected to the poor cycle stability and low conductivity. Up to now, extensive efforts have been made to increase the conductivity and cycle stability. Among which, the self-supported electrode materials have been regarded as a effective solution to reduce internal resistance for high rate capacitance. This paper reviews the main methods to prepare self-supported nickel sulfides pseudocapacitor electrode materials, and summarize the relationship between morphology and capacitance property, which focus on the modification of conductive substrates, the compositing with graphene or others elements, the design of flexible materials, etc. Finally, the research directions of these materials are further proposed.