One-dimensional nano-structured materials have attracted attention due to its unique properties afforded such as the across-linked structures and large aspect ratios. In this work, one-dimensional CoSe@N-doped carbon nanofibers (CoSe@NC NFs) are successfully by combining the techniques of electrospinning and annealing. Selenium powder are directly dispersed in the polyacrylonitrile /N,N-Dimethylformamide (DMF) solution containing cobalt salt to form the product. The performance of these materials was investigated in Li-ion batteries after the annealing at different temperatures. The CoSe@NC nanofibers annealed at 550 °C (CoSe@NC-550) and displayed excellent storage properties, affording a high capacity of 796 mAh·g−1 at a current density of 1 A·g−1 for 100 cycles. Moreover, it is confirmed that the pseudocapacitive contribution of CoSe@NC-550 is up to 72.8% at the scan rate of 1 mV/s through the cyclic voltammetry analysis.