Selenium (Se) is a promising cathode material in high-energy batteries. However, the polyselenides shuttle effect and large volume change of Se upon cycling as well as the poor ionic and electronic conductivity of Se undermine its cycling and rate performance. Herein, we report a novel Se-based cathode material in which Se is fully encapsulated and attached to the inner shell of hollow-core nitrogen-doped carbon (CNx) nanobelts forming hollow double-shell Se@CNx nanobelts with a well-defined inner-void volume. Such novel electrode material could accommodate the large volume variation of Se upon cycling and facilitate electron and ion transfer while providing a physical entrapment for the Se and polyselenide intermediates, thereby producing large capacity, high rate capability and long-lifespan. With a large Se content of 62.5wt% and areal mass loading of 3.0mgcm−2, the freestanding and binder-free Se@CNx cathode comprising of intertwining and interpenetrating hollow double-shell Se@CNx nanobelts could deliver a high capacity of 608.8mAhg−1 at a density of 675mAg−1 and the cycle stability is maintained for over 400 cycles with only 0.06% capacity decay per cycle. When the current density is increased 20 times from 80 to 1600mAg−1, 70% reversible capacity is retained.