Aluminum ion batteries are attractive new generation energy storage devices in large-scale energy applications such as grid storage due to its low cost, high safety and three-electron-redox properties potentially leading to high capacity. Cathode materials with both high capacity and rate performance are urgently needed to fulfill such applications. Here, a three-dimensional carbon-encapsulated cobalt selenide nanoparticles are developed from metal organic frameworks as a novel aluminum ion batteries cathode. The cathode material delivers an unprecedented capacity of 427 mAh g−1 at 1000 mA g−1 with two high discharge plateaus at 1.0 V and 1.9 V (equivalent to energy density of 424 Wh kg−1). And even at a very high current density of 5000 mA g−1, the initial discharge capacity of cathode electrode can reach 254.8 mAh g−1, and a high capacity of 62.4 mAh g−1 is retained after 100 cycles. Such outstanding performance are attributed to the well-defined nanostructure of three-dimensional carbon-encapsulated cobalt selenide cathode material. This work represents a significant step forward to prepare advanced cathode materials for aluminum ion batteries.