Transition-metal selenides have attracted extensive concern as one of the alternatives for sodium-ion batteries (SIBs) anodes due to their high theoretical capacities, good cycling stability and environmental benignity. However, the application of metal selenides is restricted by severe volume variation and sluggish kinetics during cyclings, which cause capacity fading induced by the pulverization and aggregation of the electrode materials. Herein, the FeSe2@C microspheres assembled with FeSe2 nanoparticles cotaed by carbon layers are fabricated using a hydrothermal method and the subsequent annealing treatment. When served as anodes for SIBs, the FeSe2@C electrodes exhibit excellent electrochemical performances. A high reversible capacity of 461 mA h g−1 is retained after 100 cycles at 50 mA g−1. Even at high rate of 1000 mA g−1, a long-term cycling capacity of 428 mA h g−1 is achieved after 1000 cycles. The kinetic analyses confirm that the superior sodium storage performances of FeSe2@C composites are mainly attributed to the pseudocapacitive contribution facilitated by the unique nano-micro hierarchical structure.