Hexagonal tungsten oxide (h-WO₃) has been regarded as a prospective electrode material for electrochemical energy storage, owing to its characteristic proton-insertion pseudocapacitance. Previous studies mainly focused on the solid nanostructure, such as nanopillars, needle bundles, nanoplates or nanorods of h-WO₃. In this study, a novel self-assembled pancake-like h-WO₃ with ordered mesopores was reported. The nanostructured h-WO₃ material could be synthesized via a facile one-pot hydrothermal method without any additional capping agent. Compared with the h-WO₃ material prepared by the traditional route, the novel h-WO₃ in our experiments can reach a specific capacitance of 605.5 F g⁻¹ at 0.37 A g⁻¹, and it has been the highest specific capacitance achieved with pure WO₃ so far. Meanwhile, such a self-assembled pancake-like structure with ordered mesopores also shows full capacitance retention (up to 110.2%) even after 4000 cycles and excellent high rate capability with 56% retention in specific capacitance at 3.7 versus 0.37 A g⁻¹. These excellent electrochemical performances can be attributed to its novel structure, which can facilitate proton insertion and electrolyte exchange. The analysis of the charge storage mechanism demonstrates that proton insertion dominates the electrochemical behavior of pancake-like h-WO₃ with ordered mesopores and plays the key role in achieving high specific capacitance. A new approach to preparing an ordered mesoporous h-WO₃ material with enhanced proton-insertion performance and a large specific surface area simultaneously was provided in our studies, which is predominantly essential for superior-performance energy storage devices.