Two-dimensional (2D) MoSe2/graphene nanocomposites show great potential as anode materials for sodium ion batteries (SIBs). In this work, we report the controlled growth of oriented, interlayer-expanded MoSe2 nanosheets on graphene with Mo–C bonding via a surfactant-directed hydrothermal reaction. The resulting 2D nanocomposite with strong electronic coupling facilitates both electron and Na-ion transfer across the interface and reversible insertion/extraction of Na-ion, enabling fast pseudocapacitive Na-ion storage with reduced voltage hysteresis and excellent durability over 1500 cycles. Density Functional Theory (DFT) calculation demonstrated MoSe2/graphene established a charge accumulation at the interface and promoted sodium-ion transport through the interface. Such outstanding Na-ion storage capability propels their potential application in sodium-ion capacitors (SICs). As a proof-of-concept, a model hybrid SIC was demonstrated by assembling with MoSe2/graphene composite as anode and activated carbon as cathode, delivering an impressive energy density of 82 W h kg−1 and power output of 10,752 W kg−1 within a voltage window of 0.5–3 V. The SIC also delivered a superior rate capability (66% capacitance retention after increasing the current density from 0.1 to 25.6 A g−1) and cyclability (81% capacitance retention over 5000 cycles at 5 A g−1), which shows promise for bridging the performance gap between conventional batteries and supercapacitors. The proposed strategy based on hierarchical hybridization combined with chemical bonding and interlayer engineering may hold great promise for developing advanced electrode materials for next-generation clean energy systems.