Transition-metal chalcogenides are prospective anode materials for potassium-ion batteries. Herein, crystalline ZnSe nanocrystal-loaded hollow carbon nanospheres (ZnSe-HC) are synthesized by infiltration of zinc nitrate and selenium dioxide into hollow carbon nanospheres and subsequent selenization. The electrochemical reaction mechanism of ZnSe with K-ion is systematically examined by ex-situ X-ray photoelectron spectroscopy and transmission electron microscopy. Two samples with distinctive nanostructures, which are double-shelled hollow structure and yolk-shelled structure, can be fabricated by controlling the selenization temperature, and their K-ion storage performances are compared. The double-shelled ZnSe-HC, which is prepared at a lower temperature, exhibits superior cycling and rate performances to those of the yolk-shelled ZnSe-HC. For double-shelled ZnSe-HC, small ZnSe nanocrystals embedded in the carbon shell and dispersed over the inner carbon shell contribute to the structural stability and fast kinetics during repeated cycles. As a result, the double-shelled ZnSe-HC exhibits a stable cycling performance (400 mA h g−1 at 0.1 A g−1 after 100 cycles) and excellent rate capability (240 mA h g−1 at 3.0 A g−1).