A novel composite material of CoSe2/N‐doped carbon box (CoSe2/NC) is successfully synthesized using zeolitic imidazolate frameworks‐67 as the sacrificial templates through a simple two‐step calcine process. The CoSe2 nanoparticles are encapsulated in N‐doped carbon layers, which can seriously avoid agglomeration. When used CoSe2/NC as anode materials for sodium‐ion batteries (SIBs), it exhibits an excellent high reversible specific capacity and a superior cycling stability of 390.2 mA h g−1 at 5 A g−1 over 4000 cycles. The excellent performance of CoSe2/NC can be attributed to cooperation of CoSe2 nanoparticles and N‐doped carbon layers. Carbon layers coated on the surface of CoSe2 nanoparticles not only improve a well conductivity to facilitate the charge transfer, but also buffer the structure to expand during the Na+ insertion/extraction process. Furthermore, this novel porous structure provides more active sites and increases contact areas between the materials and the electrolyte, thus increasing the specific capacity and cycle stability. This work provides a possibility of anode materials for SIBs with excellent electrochemistry performance.