Abstract Batteries usually deliver mass loading‐dependent electrochemical performance. Taking the selenium cathode as an example, the Se reaction kinetics, utilization, and cycling lifespan seriously deteriorate with increased Se mass loading. Here, an electrocatalytic Se reduction/oxidation reaction strategy to realize high‐Se‐loading Zn||Se batteries with fast kinetics and high Se utilization is proposed. Specifically, the synergetic effects of Cu and Co transition‐metal species inside the channel structure of the host can effectively immobilize and catalytically convert Se n during cycling, which thus facilitates Se utilization and 6‐electron (Se 4+ ↔ Se 2– ) conversion kinetics. In particular, the Cu[Co(CN) 6 ] host exhibits a remarkably low energy barrier (1.63 kJ mol –1 ) and low Tafel slope (95.23 mV dec –1 ) for the Se reduction, and the highest current response for Se oxidation. Accordingly, the Zn battery employing a Se‐in‐Cu[Co(CN) 6 ] cathode delivers a capacity of 664.7 mAh g –1 at 0.2 A g –1 , an excellent rate capability with 430.6 mAh g –1 achieved even at 10 A g –1 , and long‐cyclic life over 6000 cycles with 90.6% capacity retention. Furthermore, an A‐h‐level (≈1350 mAh) Zn||Se pouch‐type battery with high Se loading (≈12.3 mg (Se) cm –2 ) shows a high Se utilization of 83.3% and outstanding cyclic stability with 89.4% initial capacity retained after 400 cycles at exceeding 98% Coulombic efficiency.