Abstract A simple one‐pot synthesis of metal selenide/reduced graphene oxide (rGO) composite powders for application as anode materials in sodium‐ion batteries was developed. The detailed mechanism of formation of the CoSe x –rGO composite powders that were selected as the first target material in the spray pyrolysis process was studied. The crumple‐structured CoSe x –rGO composite powders prepared by spray pyrolysis at 800 °C had a crystal structure consisting mainly of Co 0.85 Se with a minor phase of CoSe 2 . The bare CoSe x powders prepared for comparison had a spherical shape and hollow structure. The discharge capacities of the CoSe x –rGO composite and bare CoSe x powders in the 50th cycle at a constant current density of 0.3 A g −1 were 420 and 215 mA h g −1 , respectively, and their capacity retentions measured from the second cycle were 80 and 46 %, respectively. The high structural stability of the CoSe x –rGO composite powders for repeated sodium‐ion charge and discharge processes resulted in superior sodium‐ion storage properties compared to those of the bare CoSe x powders.