Cobalt Vanadate is one of the electroactive material for charge storage application due to earth abundant and environment friendly nature of cobalt. Further, vanadate system renders the material with multiple stable oxidation states, high electrical and ionic conductivity and high rate capability. However, the electrochemical performance of cobalt vanadate is limited either by high resistance of binder material or by the introduction of dead weight during electrode fabrication. This limitation can be circumvented by in-situ synthesis of cabalt vanadate onto current collector. Further, the doping of Sulfur in cobalt vanadate matrix significantly improves the electrochemical performance by improving the electrical conductivity. Herein, we report binder-free synthesis of Sulfur doped cobalt vanadate (S-Co₃V₂O₈) nanosheet arrays on Ni foam using hydrothermal approach. The hydrothermally synthesized S-Co₃V₂O₈ achieves nanosheet morphology with height and thickness of ~200 nm and ~10 nm, respectively wherein the size remains unchanged before and after the doping of sulfur in Co₃V₂O₈. Further, the increased duration of hydrothermal reaction increases the thickness of synthesized nanosheet. We found that the electrochemical performance of Sulfur doped Co₃V₂O₈ is ~25% more as compared to its undoped Co₃V₂O₈ counterpart. In 6M KOH aqueous electrolyte, S-Co₃V₂O₈ nanosheet array shows a specific capacity of 1476 C/g (3690 F/g) at 2 A/g. Further, the material exhibits enhanced rate capability and excellent capacity retention of 94.2% at 5 A/g specific current after 4000 cycles. The introduction of sulfur into vanadate matrix improves the electrochemical performance due to low electronegativity and large size of sulfur as compared to oxygen, which improves the charge transport properties, charge storage capacity with highly robust structure. An asymmetric supercapacitor device fabricated using S-Co₃V₂O₈ as cathode and active carbon (AC) as anode shows specific capacity (or capacitance) of 174.5 C/g (or 116.33 F/g), energy density (36.4 Wh/kg) and power density (740 W/kg) at 2 A/g with 98.4% capacity retention after 4000 cycles. Further, the electrochemical performance of S-Co₃V₂O₈ has been checked in 1M LiPF₆ in non-aqueous electrolyte as Li-ion hybrid capacitor. The capacitor fabricated in a CR2032 coin cell exhibits specific capacity of 994 mAh/g with energy density of 695 W/kg at specific current of 1 A/g with good rate capability and 46.5% capacity retention after 100 cycles which makes it a potential candidate for robust high electrochemical energy storage system.