Tungsten oxide possesses electrochromic and pseudocapacitive properties; integrating these two functions into a single device with improved comprehensive performance has become a hot research topic. In this paper, bifunctional aligned hexagonal/amorphous tungsten oxide core/shell nanorod arrays (denoted as h@a-WNRAs) were fabricated on fluorine-doped tin oxide substrates by a two-step process involving hydrothermal treatment and spin coating to provide enhanced electrochromic and capacitive properties. The first step involved synthesis of single-crystalline hexagonal tungsten trioxide (h-WO₃) nanorod cores. The second step coated amorphous WO_x (a-WO_x) shells with thicknesses of 2–8 nm on the surface of the h-WO₃ cores. The results indicated that the a-WO_x shells strongly affected the electrochromic and pseudocapacitive properties of the heterostructure because of their high specific surface area and porous internal structure. Compared with that of pure WO₃ nanorod arrays, the optimized nanostructured h@a-WNRAs showed marked improvement of electrochromic and pseudocapacitive performance. In terms of electrochromic properties, the optimized h@a-WNRAs realized a substantial optical modulation (67.7%), short response times (15 and 21 s), high coloration efficiency (101 cm² C⁻¹ at 800 nm), and good cycling stability. Meanwhile, the optimized h@a-WNRAs also displayed promising pseudocapacitive properties, including a high specific capacitance (885.8 F g⁻¹ at 1 A g⁻¹), enhanced rate capability, good cycling efficiency (91.8%), and good specific capacitance retention (57.8% after 2000 cycles). The h@a-WNRA heterostructure obtained by this facile approach represents a new idea for the preparation of bifunctional materials with excellent electrochromic and pseudocapacitive properties.