Wearable electronics powered by flexible energy storage devices have captured global attention. Under low-temperature conditions, unfortunately, solidification of flexible hydrogel electrolyte and decreased pseudo-capacity of these devices largely hamper their practical use. In this study, photothermally-active Prussian blue (PB) was introduced onto poly(3,4-ethylenedioxythiophene)/polyacrylamide (PEDOT/PAM) networks to address the challenges of electrolyte solidification and degraded pseudo-capacitance for flexible all-in-one device at low temperatures. The as-constructed PB/PEDOT/PAM hydrogel device delivers stable electrochemical performance and remarkable mechanical property with 1652% elongation. Importantly, this hydrogel device well retains its flexibility in cold environment with a freezing point below −30 °C. The incorporation of PB extends the voltage range to 1.5 V as a single device, thus significantly enhancing the electrochemical performance as an all-in-one integrated device. Benefitting from the outstanding photo-to-thermal conversion ability of embedded PB nanocubes, the temperature of the assembled all-in-one PB/PEDOT/PAM device increased from −20 to 17.7 °C after solar-light irradiation for only 5 min. Moreover, the degraded pseudo-capacitance was subsequently boosted to 287.1% of its original capacitance at −20 °C. This study establishes a connection between flexible all-solid-state hydrogel devices and photothermally enhanced pseudo-capacitors in freezing environments, thereby expanding the potential applications of multi-functional pseudo-capacitors.