Urchin-like CoSe2 assembled by nanorods has been synthesized via simple solvothermal route and has been first applied as an anode material for sodium-ion batteries (SIBs) with ether-based electrolytes. The CoSe2 delivers excellent sodiation and desodiation properties when using 1 m NaCF3SO3 in diethyleneglycol dimethylether as an electrolyte and cycling between 0.5 and 3.0 V. A high discharge capacity of 0.410 Ah g−1 is obtained at 1 A g−1 after 1800 cycles, corresponding to a capacity retention of 98.6% calculated from the 30th cycle. Even at an ultrahigh rate of 50 A g−1, the capacity still maintains 0.097 Ah g−1. The reaction mechanism of the as-prepared CoSe2 is also investigated. The results demonstrate that at discharged 1.56 V, insertion reaction occurs, while two conversion reactions take place at the second and third plateaus around 0.98 and 0.65 V. During the charge process, Co first reacts with Na2Se to form NaxCoSe2 and then turns back to CoSe2. In addition to Na/CoSe2 half cells, Na3V2(PO4)3/CoSe2 full cell with excessive amount of Na3V2(PO4)3 has been studied. The full cell exhibits a reversible capacity of 0.380 Ah g−1. This work definitely enriches the possibilities for anode materials for SIBs with high performance.