Abstract Exploitation of superior anode materials is a key step to realize the pursuit of high‐performance sodium‐ion batteries. In this work, a reduced graphene oxide‐wrapped FeSe 2 (FeSe 2 @rGO) composite derived from a metal–organic framework (MOF) was synthesized to act as the anode material of sodium‐ion batteries. The MOF‐derived carbon framework with high specific surface area could relieve the large volumetric change during cycling and ensure the structural stability of electrode materials. Besides, the rGO conductive network allowed to promote the electron transfer and accelerate reaction kinetics as well as to provide a protection role for the internal FeSe 2 . As a result, the FeSe 2 @rGO composite exhibited a high capacity of 350 mAh g −1 after 600 cycles at 5 A g −1 . Moreover, in situ XRD was conducted to explore the reaction mechanism of the FeSe 2 @rGO composite upon sodiation/de‐sodiation. Importantly, the presented method for the synthesis of MOF‐derived materials wrapped by rGO could not only be used for FeSe 2 @rGO‐based sodium‐ion batteries but also for the different transition metal‐based composite materials for electrochemical devices, such as water splitting and sensors.