Rational design and construction of electrode materials with advanced nanostructures and composition superiority have been recognized as an effective strategy for enhancing electrochemical performance of supercapacitors (SCs). Herein, we have successfully designed a novel hierarchical (NiCo)Se2/CoFe2Se4 composite material with Co-FePBAs nanocubes anchored on nanorods by sequential hydrothermal reaction, precipitate reaction and selenylation treatment, which have been further served as electrode material for supercapacitors. As a result, the (NiCo)Se2/CoFe2Se4 hybrid electrode exhibits large specific capacity of 197 mAh/g at 3 mA/cm2, remarkable rate property and extraordinary cycle lifetime. Moreover, the assembled (NiCo)Se2/CoFe2Se4//AC device demonstrates a superior energy density of 0.912 mWh/cm2 at 1.93 mW/cm2 with preeminent cycle performance. The experimental results and density functional theory (DFT) proclaim that the synergistic effect of (NiCo)Se2 and CoFe2Se4 can generate more active sites, improve conductivity, as well as encourage the kinetics of the electrochemical reaction, thus achieving excellent electrochemical performance.