Melt diffusion followed by vapor deposition is judiciously combined with atomic layer deposition (ALD) to construct Al2O3–coated (Se/porous N-doped carbon nanofibers)@Se composite (denoted SC@Se-Al2O3) materials for sodium-selenium (Na-Se) batteries. High mass loading, ultrastable and free-standing carbon-selenium cathode is conveniently achieved by tailoring both the Se content and the thickness of deposited Al2O3 layer. Importantly, in contrast to only 176 mAh g−1 of the electrode without Al2O3 deposition after 660 cycles, the composite with a Se content of 67wt% and a 3-nm Al2O3 thickness retains a reversible capacity of 503 mAh g−1 after 1000 cycles with no capacity fading at 0.5Ag−1. These findings clearly suggest that ALD strategy provides a viable, controllable and effective means of tuning the electrode performance towards high mass loading of active materials and long cycle life of the resulting battery for energy storage applications.