The marine sponge Hippospongia communis (Demospongiae: Porifera) is a representative of bath sponges, which possess characteristic mineral-free fibrous skeletons made of a structural protein – spongin. This fibrous skeleton is mechanically robust, resistant to acidic treatment, and thermally stable up to 160 °C. Due to these properties, we decided to use this biological material for the first time for the hydrothermal synthesis of hematite (α-Fe2O3) via catalyzed hydrolysis of FeCl3 to obtain a hematite–spongin composite. The material obtained was studied with Scanning Electron Microscopy (SEM), High-Resolution Transmission Electron Microscopy (HR-TEM), X-ray Photoemission Spectroscopy (XPS) and Raman spectroscopy. The α-Fe2O3–spongin-based composite was tested for its potential application as an anode material in a capacitor. The results indicate that components constructed using this novel composite material have a positive effect on the capacitance of energy storing devices.