A new inorganic/organic composite film PEDOT:Ce@TiO₂ was prepared through drop casting-secondary polymerization method using the mixture solution of PEDOT oligomer and cerium-containing polyoxotitanate cage [Ti₈O₇(HOEt)(OEt)₂₁Ce]. PEDOT:Ce@TiO₂ exhibits a special nanostructure with gully-like rough surface, which shows strong hydrophobicity while good wettability to acetonitrile solution. PEDOT:Ce@TiO₂ can be used as cathodically electrochromic film and supercapacitor electrode material. The mass specific capacitance of PEDOT:Ce@TiO₂ is 71.2 F/g at a current density of 1 A/g, which is 1.7 times higher than that of the PEDOT film. An all-solid-state electrochromic supercapacitor prototype device was further assembled using PEDOT:Ce@TiO₂. With charging completed the electrochromic area of this device shows dark green, and it turns bright yellow with discharging completed.