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As a result of its high‐energy density, metal–selenides have demanded attention as a potential energy‐storage material. But they suffer from volume expansion, dissolved poly‐selenides and sluggish kinetics. Herein, utilizing' thermal selenization via the Kirkendall effect, microspheres of NiSe₂ confined by carbon are successfully obtained from the self‐assembly of Ni‐precursor/PPy. The derived hierarchical hollow architecture increases the active defects for sodium storage, while the existing double N‐doped carbon layers significantly alleviate the volume swelling. As a result, it shows ultrafast rate capability, delivering a stable capacity of 374 mAh g⁻¹, even after 3000 loops at 10.0 A g⁻¹. These remarkable results may be ascribed to the NiOC bonds on the interface of NiSe₂ and the carbon film, which leads to the faster transfer of ions, the effective trapping of poly‐selenide, and the highly reversible …