To meet the ever-growing demand for advanced rechargeable batteries with light weight and compact size, much effort has been devoted to improving the volumetric capacity of electrodes. Herein, an effective strategy of polymorph engineering is proposed to boost the volumetric capacity of FeSe. Owing to the inherent metallic electronic conductivity of tetragonal-FeSe, a conductive additive-free electrode (hereafter denoted as CA-free) can be assembled with an enhanced sodium storage volumetric capacity of 1011 mAh cm-3 , significantly higher than semiconducting hexagonal-FeSe. Impressively, the CA-free electrode can achieve an extremely high active material utilization of 96.7 wt% and high initial Coulombic efficiency of 96%, superior to most of the anodes for Na-ion storage. Moreover, the design methodology is branched out using tetragonal FeSe as the cathode for Li-ion batteries. The CA-free tetragonal-FeSe electrode can achieve a high volumetric energy density of 1373 Wh L-1 and power density of 7200 W L-1 , outperforming most metal chalcogenides. Reversible conversion reactions are revealed by in situ XRD for both sodium and lithium systems. The proposed design strategy provides new insight and inspiration to aid in the ongoing quest for better electrode materials.