To achieve a high energy density of nickel cobalt bimetallic selenide electrode materials, the key points are on the construction of porous materials and control of the appropriate proportion of active materials. Here, a well-design structure MOF derived ZnO/[email protected](Ni,Co)Se2 core–shell nanostructure on carbon cloth was prepared for the first time. The ZnO/[email protected](Ni,Co)Se2 core–shell nanostructure electrode exhibits the ascendant specific capacity of 164.18 mA h g−1 at 1 A g−1. The as-obtained ZnO/[email protected](Ni,Co)Se2//AC asymmetric supercapacitor shows the superior energy density of 65.67 W h kg−1 at 800 W kg−1, with 97.87% capacitance retention after 10,000 cycles. The stable self-supporting MOF derived porous carbon material as the core not only provides a strong support structure for thin shell nanosheets but also enhances the specific surface area. An appropriate proportion of Ni/Co and the existence of weak electronegative Se is profitable to improve the electronic structure of the (Ni,Co)Se2 thin nanosheet shell. Besides, the synergistic effect between the active materials can also optimize the electrochemical performance of the electrode materials. Thus, our work offers a new strategy for MOF derived porous carbon to construct flexible electrode materials with high electrochemical performance.