Heterostructure of NiSe2/MnSe nanoparticles distributed evenly over cross-linked N-doped carbon nanosheets (NM@NCNs) was developed as anode material via a hydrothermal strategy followed by an in situ selenization process. The anode delivered a high reversible capacity of 487 mAh g−1 at 5 A g−1 after 200 cycles and an excellent rate capacity of 269 mAh g−1 at a high current density of 10 A g−1. In particular, under −10 °C, the electrode still maintained a satisfactory rate capability for 271 mAh g−1 at 5 A g−1. The advanced electrochemical performance is related with the following merits. First, NiSe2/MnSe nanoparticles as bimetallic selenide can offer a higher specific capacity than monometallic selenide. Moreover, the rich redox-active sites provided by NiSe2/MnSe can accelerate the electrochemical reaction. Second, cross-linked NCNs with high electronic conductivity can serve as a substrate, preventing nanoparticle agglomeration and alleviating the variations in volume. Third, NiSe2/MnSe heterostructure proved by X-ray photoelectron spectroscopy (XPS) results can form lattice distortion, enhancing Na+ diffusion in the redox process. The possible electrochemical process was demonstrated by ex situ X-ray diffraction, and the Na+ diffusion rate of the NM@NCNs anode was calculated using the galvanostatic intermittent titration technique.