A sodium-ion battery, with a wide operating range, is much cheaper and safer than a lithium battery. Graphene is regarded as a promising carbon material in the preparation of anode materials. However, the large two-dimensional (2D) graphene sheets restrain the cross-plane diffusion of electrolyte ions, limiting the further improvement of rate performance. Herein, a nanohybrid of FeCo 2 Se 4 and holey graphene (FeCo 2 Se 4 /HG) has been successfully prepared by the synchronism of pore creation and active material growth. Specifically, FeCo-oxide nanoparticles serve as the etching agents, generating in-plane nanoholes and subsequently converted into FeCo 2 Se 4 . The nanoholes provide a high density of cross-plane diffusion channels for sodium ions, serving as ionic diffusion shortcuts between different graphene layers to accelerate ion transport across the entire electrode. The unique architecture endows FeCo 2 Se 4 /HG with superior rate capability (411.2 mA h g −1 at 20 A g −1 ) and a specific capacity of 432.4 mA h g −1 at 2.0 A g −1 after 2000 cycles with a capacity retention rate of 92.4%. Therefore, pore engineering makes it possible for holey graphene-based electrodes to achieve outstanding rate performance and superb cycling durability.