In recent years, lithium‐ion batteries (LIBs) have been widely used in many fields, and research on LIBs electrode materials have attracted much attention. Among them, transition metal selenides (TMSs) are the most promising candidates in the next generation LIBs due to their high theoretical specific capacity and electrical conductivity. However, poor cycle stability and severe volume variation result in serious capacity decay during the charge/discharge process, limiting the practical application. In this paper, CoSe2−MnSe2 composites are synthesized via Co−Mn‐based metal‐organic framework (MOF) precursor. Meanwhile, three types of materials are successfully synthesized including CoSe2‐MnSe2@reduced graphene oxide (rGO), CoSe2‐MnSe2@polypyrrole (PPy), and CoSe2‐MnSe2/glucose (C). According to the electrochemical test results, it can be seen that the electrochemical performance of CoSe2−MnSe2 has been improved significantly. CoSe2‐MnSe2@rGO electrode materials, in particular, of which the inactivation defect sites and special carbon structure of rGO could provide more attachment points for ions. Due to the perfect combination of rGO and CoSe2−MnSe2, the CoSe2‐MnSe2@rGO composites display outstanding rate performance (1266 mA h g−1 at current densities of 100 mA g−1) and high reversible capacity (1169 after 150 cycles at 100 mA g−1). We believe that CoSe2‐MnSe2@rGO is a kind of very promising anode material.