It is due to their high electrical conductivity and variable valences that transition metal selenides recently emerge as a new class of active materials in batteries, water splitting, fuel cells, solar cells and supercapacitors. In this study, CoNiSe2 nanorods, a binder-free electrode material for pseudocapacitors, are directly synthesized on Ni foam via simple solvothermal method. CoNiSe2 exhibits an area capacity of 1.4 mAh cm−2 at a current density of 3 mA cm−2, which is superior to many advanced previous Ni/Co electrodes. In a two-electrode asymmetric supercapacitor, its energy density reaches 50.66 W h kg−1 a power density of 160.12 W kg−1. When power density increases to 4275.55 W kg−1, energy density still remains at 36.82 W h kg−1. Its low cost of manufacturing and high capacity make CoNiSe2 nanorods a promising electrochemically active material for practical energy storage applications.