Sodium-ion batteries (SIBs) are considered as one of the most favorable alternative devices for sustainable development of modern society. However, it is still a big challenge to search for proper anode materials which have excellent cycling and rate performance. Here, zinc selenide microsphere and multiwalled carbon nanotube (ZnSe/MWCNT) composites are prepared via hydrothermal reaction and following grinding process. The performance of ZnSe/MWCNT composites as a SIB anode is studied for the first time. As a result, ZnSe/MWCNTs exhibit excellent rate capacity and superior cycling life. The capacity retains as high as 382 mA h g−1 after 180 cycles even at a current density of 0.5 A g−1 . The initial Coulombic efficiency of ZnSe/MWCNTs can reach 88% and nearby 100% in the following cycles. The superior electrochemical properties are attributed to continuous electron transport pathway, improved electrical conductivity, and excellent stress relaxation.