High-rate battery-type cathode materials have attracted wide attention for advanced battery-supercapacitor hybrid (BSH) devices. Herein, a core-shell structure of the hollow mesoporous carbon spheres (HMCS) supported NiSe₂ nanosheets (HMCS/NiSe₂) is constructed through two-step reactions. The HMCS/NiSe₂ shows a max specific capacity of 1,153.5 C·g^-1 at the current density of 1 A·g^-1, and can remain at 774.5 C·g^-1 even at 40 A·g^-1 (the retention rate as high as 67.1%) and then the HMCS/NiSe₂ electrode can keep 80.5% specific capacity after 5,000 cycles at a current density of 10 A·g^-1. Moreover, the density functional theory (DFT) calculation confirmed that the introduction HMCS into NiSe₂ made adsorption/desorption of OH^- easier, which can achieve higher rate capability. The HMCS/NiSe₂//6 M KOH//HMCS hybrid device has energy density of 47.15 Wh·kg^-1 and power density of 801.8 W·kg^-1. This work provides a feasible electrode material with a high rate and its preparation method for high energy density and power density energy storage devices.