Transition metal selenides (TMSes) are considered promising candidates for the anodes of sodium‐ion batteries (SIBs) due to their substantial theoretical capacity. However, TMSes still face with inferior cycling lifespan caused by sluggish Na+ diffusion kinetics and vigorous volume variations during dis/charge processes. Engineering heterostructure is an attractive solution for rapid Na+ transfer, and introducing carbonaceous materials also facilitates enhanced conductivity and structural stability. Herein, CoSe/MoSe2 heterostructure combined with homogeneous carbon composites are rational designed. The kinetic analysis and theoretical calculations verified that heterointerface engineering induced build‐in electric field effect can amplifies the Na+ diffusion kinetics, while carbon contributes to enhanced electrical conductivity and structural stability. Expectedly, the CoSe/MoSe2‐C exhibits high capacity and extremely ultra‐long lifespan (320.9 mAh g−1 at 2.0 A g−1 over 10,000 cycles with an average decay of only 0.01781 mAh g−1 per cycle). Furthermore, in situ X‐ray diffraction (XRD), ex situ X‐ray photoelectorn (XPS), and high‐resolution electron microscopy (HRTEM) are exploited to explore the Na+ storage mechanism. In addition, the Na3V2(PO4)3@rGO//CoSe/MoSe2‐C (NVP@rGO//CoSe/MoSe2‐C) pouch‐type full‐cells are successfully assembled and delivered satisfactory performance. This research presents a viable strategy for the targeted engineering of TMSes aimed at enhancing the efficiency of SIBs.