Based on the natural abundance, low cost and reliable operating safety of the magnesium metal anode, rechargeable magnesium batteries have become one of the most promising energy storage in recent years. However, their large-scale application is limited for lacking competent considerable capacity and long-term cycling performance of cathode materials. Herein, we synthesize CuSe nano-particles via a rapid and low-cost microwave-assisted method. When used as cathode material for rechargeable magnesium batteries at 20 mA g−1 current density, the CuSe nano-particles can display a remarkable reversible specific capacity at 241.2 mA h g−1 at room temperature. Furthermore, the stable capacity of CuSe nano-particles reveal to 200 mA h g−1 at 50 mA g−1 (60 cycles). More importantly, the CuSe nano-particles provide long-term cycling stability with reversible capacity maintaining at 107.7 mA h g−1 at 100 mA g−1 current density over 150 cycles. The rate capacities can be stabilized at 202.7, 201.7, 160.3, and 91.4 mA h g−1 at different current densities of 10, 20, 50 and 100 mA g−1, respectively. Therefore, the CuSe nano-particles make a possibility in investigating more valuable application prospects for rechargeable magnesium batteries.