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Abstract: Highly conductive metal selenides are gaining prominence as promising electrode materials in electrochemical energy‐storage fields. However, phase‐pure bimetallic selenides are scarcely retrieved, and their underlying charge‐storage mechanisms are still far from clear. Here, first a solvothermal strategy is devised to purposefully fabricate monodisperse hollow NiCoSe2 (H‐NiCoSe2) sub‐microspheres. Inherent formation of metallic H‐NiCoSe2 is tentatively put forward with comparative structure‐evolution investigations. Interestingly, the fresh H‐NiCoSe2 does not demonstrate striking supercapacitive behaviors when evaluated for electrochemical supercapacitors (ESs). But it exhibits competitive pseudocapacitance of ≈750 F g−1 at a rate of 3 A g−1 with a high loading of 7 mg cm−2 after ≈100 cyclic voltammetry (CV) cycles. With systematic physicochemical/electrochemical analyses, intrinsic energy‐storage mechanism of the H‐NiCoSe2 is convincingly revealed that the electrooxidation‐generated biactive CoOOH/NiOOH phases in aqueous KOH over CV scanning, rather than the H‐NiCoSe2 itself, account for the remarkable pesudocapacitance observed after cycling. An assembled H‐NiCoSe2‐based asymmetric device has delivered an energy density of ≈25.5 Wh kg−1 with a power rate of ≈3.75 kW kg−1, and long‐span cycle life. More significantly, the electrode design and new perspectives here hold profound promise in enriching material synthesis methodologies and in‐depth understanding of the complex charge‐storage process of newly emerging pseudocapacitive materials for next‐generation ESs. [ABSTRACT FROM AUTHOR]