Developing anodes with high and stable energy density for both gravimetric and volumetric storage is vital for high-performance lithium/sodium-ion batteries. Herein, an SnSe/FLG (few-layer graphene) composite with high tap density (2.3 g cm-3) is synthesized via plasma milling method, in which SnSe nanoparticles are strongly bound with the FLG matrix, owing to both Sn-C and Se-C bonds, to form nanosized primary particles and then assemble to microsized secondary granules. The FLG can effectively alleviate the large stress generated from volume expansion of SnSe during cycling, based on its superstrength. Furthermore, as demonstrated by the density-functional theory (DFT) calculations, the Sn-C and Se-C co-bonding benefitting from the formation of substantial vacancy defects on the P-milling synthesized FLG enables strong affinity between SnSe nanoparticles and FLG matrix, preventing SnSe from aggregating and detaching even after long-term cycling. As anode for lithium-ion batteries, it exhibits high gravimetric and volumetric capacity (864.8 mAh g-1 and 1990 mAh cm-3 at 0.2 A g-1), high rate (612.6 mAh g-1 even at 5.0 A g-1) and the longest life among the reported SnSe-based anodes (capacity retention of 92.8% after 2000 cycles at 1.0 A g-1). Subsequently, impressive cyclic life (capacity retention of 91.6% after 1000 cycles at 1.0 A g-1) is also achieved for sodium-ion batteries. Therefore, the SnSe/FLG composite is a promising anode for high-performance lithium/sodium-ion batteries.