MOF-derived composites of transition metal oxide and porous carbon show great potential for energy storage applications. Selenylation is an effective strategy to improve the electrochemical properties of electrode materials. A facile one-step derivation and selenylation of MOFs is proposed here to obtain CoSe2 nanoparticles embedded into a N-doped carbon framework material (CoSe2/NC). Moreover, the composite is directly grown on nickel foam as nanosheet arrays, rather than other materials representing as powders. The CoSe2/NC electrode with special construction exhibits high capacity of 120.2 mAh g-1 at 1 A g-1 and excellent cyclic ability of 8% loss after 10000 cycles. An asymmetric supercapacitor of CoSe2/NC-NF//AC displays a maximum energy density of 40.9 Wh kg-1 at 980 W kg-1. Moreover, the device has demonstrated that it can successfully charge a mobile phone. The outstanding performance indicates a promising potential of CoSe2/NC-NF electrodes for supercapacitors.