Tungsten oxide nanorods (TONs) with the diameters of 40 nm and the length of 130 nm have been synthesized on substrates using two step electrochemical anodizing processes. The TONs were vertically well-ordered on the substrates with the average interdistance of 100 nm. The TONs had amorphous structure and was mainly composed of W, Al, and O elements, of which the contents varied gradually along the nanorod length from the top surface to the bottom. The cyclic voltammograms (CVs) and galvanostatic charge-discharge analyses showed that TONs had the typical electrochemical pseudocapacitive features of rectangular CV hysteresis and symmetric charge-discharge behaviors, respectively. When the TONs were heat-treated at 600℃ in vacuum, they showed the maximum specific capacitance of 660 ㎌/cm2, which was higher, by an order of magnitude, than that (68 ㎌/cm2) of the TONs annealed at 300 ℃ in ambient atmosphere.