The construction of heterostructure could enhance the electron transfer efficiency and increase the number of active sites, which can further develop high-performance electrode materials of supercapacitors. Herein, (Ni, Co)Se2 nanorod arrays were prepared based on the NiCo-LDH derived from a conical ZIF-L. Significantly, the single nanorod is composed of interconnected NiSe2 and CoSe2 nanoparticles, the heterostructure can expose higher conductivity, more sufficient redox reaction active sites and larger specific surface area. The as-obtained CF@(Ni, Co)Se2 achieved a high specific capacity of 188.8 mAh g-1 at the current density of 1.0 A g-1 and an outstanding cycling stability with a high capacity retention of 90% after 8000 cycles. Finally, an hybrid supercapacitor device composed of activated carbon (AC) as negative electrode and CF@(Ni, Co)Se2 as positive electrode was designed, which revealed an ideal voltage window of 0-1.6 V and exhibited a great energy density of 36.02 Wh kg-1 at the power density of 800 W kg-1, such surpassing energy storage characteristics evidently testify that (Ni, Co)Se2 nanorod arrays can be as the potential electrode material to promote the development of high-performance supercapacitors.