SnSe2 attract enormous attention in sodium-ion batteries since it has a high theoretical specific capacity of 756 mAh g−1. However, the large volume expansion of SnSe2 during Na+ insertion/extraction processes seriously affects the cyclic stability of SnSe2-based electrodes. Herein, 5 nm SnSe2 nanoparticles supported on the graphite nanosheets are synthesized by two-step high-energy ball milling to obtain SnSe2/graphite nanosheet nanocomposite. By virtue of the ultrafine SnSe2 nanoparticles and the porous carbon skeleton constructed by highly conductive graphite nanosheets, the as-obtained SnSe2/graphite nanosheet nanocomposite presents a high specific capacity of 638.6 mAh g−1 at 200 mA g−1, excellent rate capacity of 517.8 mAh g−1 at 5 A g−1, and ultralong cyclic life (252.9 mAh g−1 after 4000 cycles at 2 A g−1), which are superior to the previously reported SnSe2-based composites. Ex-situ X-ray diffraction, Raman mapping, high-resolution transmission electron microscope, and X-ray photoelectron spectroscopy characterizations show that the crystal structure of SnSe2 is reversible during sodium ions insertion/extraction processes and the distribution of SnSe2 nanoparticles on graphite nanosheets remains uniform. Moreover, this nanocomposite can not only be used as a high-performance anode for sodium-ion full cells, but also as an improved electrocatalyst for hydrogen evolution reaction.