Abstract Sodium‐ion batteries are a promising substitute for lithium batteries due to the abundant resources and low cost of sodium. Herein, honeycomb‐shaped MoSe 2 /reduced graphene oxide (rGO) composite materials are synthesized from graphene oxide (GO) and MoSe 2 through a one‐step solvothermal process. Experiments show that the 3D honeycomb structure provides excellent electrolyte penetration while alleviating the volume change during electrochemical cycling. An anode prepared with MoSe 2 /rGO composites exhibits significantly improved sodium‐ion storage properties, where a large reversible capacity of 215 mAh g −1 is obtained after 2700 cycles at the current density of 30.0 A g −1 or after 5900 cycles at 8.0 A g −1 . When such an anode is paired with Na 3 V 2 (PO 4 ) 3 to form a full cell, a reversible specific capacity of 107.5 mAh g −1 can be retained after 1000 cycles at the current of 1.0 A g −1 . Transmission electron microscopy, X‐ray photoelectron spectroscopy and in situ X‐ray diffraction (XRD) characterization reveal the reversible storage reaction of Na ions in the MoSe 2 /rGO composites. The significantly enhanced sodium storage capacity is attributed to the unique honeycomb microstructure and the use of ether‐based electrolytes. This study illustrates that combining rGO with ether‐based electrolytes has tremendous potential in constructing high‐performance sodium‐ion batteries.