Reduced graphene oxide (rGO) homogenously wrapped nickel diselenide (NiSe2/rGO) hybrid has been prepared by a facile one-spot hydrothermal method. When investigated as anode material for sodium ion batteries (SIBs), NiSe2/rGO hybrid delivers a high reversible capacity (433 mAh g−1 at 100 mA g−1), superior rate performance (406, 386, 366, 347 and 318 mAh g−1 at 200, 500, 1000, 2000 and 5000 mA g−1, respectively) and excellent cycling stability (a capacity retention of 346 mAh g−1 after 1000 cycles at 1000 mA g−1) within the 0.4–3.0 V voltage range. In situ XRD analysis and ex situ SEM/TEM measurement reveal that the high capacity of NiSe2/rGO is originated from the combined Na+ intercalation and conversion reactions. These results validate the impact of voltage range on electrochemical property, providing a new route to rationalize the limiting factors that affect the performance of NiSe2 anode material. The facile synthesis and superior electrochemical performance of the NiSe2/rGO hybrid render it a promising anode material for SIBs.