Hierarchically structural engineering of electrodes is critical to achieving high energy density and high power density in electrochemical energy storage (EES). However, rational regulation of the mesoscopic structure that coordinates microscopic and macroscopic structural features simultaneously remains a significant challenge. Here, the construction of electrodes with well‐defined hierarchical pores spanning multiple length scales from 1 nm to 50 µm is reported. Vertically aligned 2D covalent organic framework (COF) nanoplatelets with a thickness around 30 nm are in situ grown on macroporous graphene aerogel scaffold by a reversible polycondensation‐termination strategy. The obtained electrode thus combines abundant accessible active sites and efficient transport expressways for both ions and electrons. When used for supercapacitors, a superior gravimetric capacitance of 289 F g−1 as well as outstanding capacitance retention at both high charge/discharge rates of 77% from 0.5 to 50 A g−1 and high mass loading of 74% from 1.2 to 10.4 mg cm−2 are achieved. Hierarchical engineering of mesostructured 2D COF units on the macroporous scaffold will bring unprecedented structural designability and performance enhancement for EES electrodes.