Sodium-ion batteries (SIBs) have become the best alternative to lithium-ion batteries. However, it is difficult to meet the efficiency of SIBs using graphite. Transition-metal selenides are expected to be ideal anode materials for SIBs, but some problems still need to be solved, such as poor conductivity and volume expansion. Here, we successfully synthesized a core−shell structure ZnSe@CoSe 2 /NC composite using ZIF-8@ZIF-67 as a precursor. The in situ decorated ZnSe and CoSe 2 nanoparticles on the NC polyhedral framework provide a rich active site for the entire electrode. In addition, the NC can simultaneously increase the conductivity and alleviate the volume effect generated during the cycling process. The ZnSe@CoSe 2 /NC composites exhibit excellent electrochemical performance when used in SIB anode materials. When the current density is 0.1 A g −1 , the reversible capacity is 499.1 mA h g −1 after 100 cycles. When the current density is increased to 1.0 A g −1 , a reversible capacity of 273.5 mA h g −1 after 4000 cycles is delivered. In addition, the ZnSe@CoSe 2 /NC composite also exhibits superior rate performance. The sodium reaction kinetics of the ZnSe@CoSe 2 /NC composite was analyzed to explain its outstanding electrochemical performance. These results reveal the enormous potential of ZnSe@CoSe 2 /NC composites in building efficient SIBs.