AbstractSelf‐assembled materials with complex nanoscale and mesoscale architecture attract considerable attention in energy and sustainability technologies. Their high performance can be attributed to high surface area, quantum effects, and hierarchical organization. Delineation of these contributions is, however, difficult because complex materials display stochastic structural patterns combining both order and disorder, which is difficult to be consistently reproduced yet being important for materials' functionality. Their compositional variability make systematic studies even harder. Here, a model system of FeSe₂ “hedgehog” particles (HPs) was selected to gain insight into the mechanisms of charge storage n complex nanostructured materials common for batteries and supercapacitors. Specifically, HPs represent self‐assembled biomimetic nanomaterials with a medium level of complexity; they display an organizational pattern of spiky colloids with considerable disorder yet non‐random; this patternt is consistently reproduced from particle to particle. . It was found that HPs can accommodate ≈70× greater charge density than spheroidal nano‐ and microparticles. Besides expanded surface area, the enhanced charge storage capacity was enabled by improved hole transport and reversible atomic conformations of FeSe₂ layers in the blade‐like spikes associated with the rotatory motion of the Se atoms around Fe center. The dispersibility of HPs also enables their easy integration into energy storage devices. HPs quadruple stored electrochemical energy and double the storage modulus of structural supercapacitors.