Cobalt diselenide (CoSe₂) hierarchical clew-like structure is synthesized via a dual-surfactant templated hydrothermal process, and for the first time, its microwave absorption capability has been established. Specifically, the as-synthesized hierarchical interconnected structure is assembled by numerous dense nanobelts. Meticulous tuning of the synthetic conditions which could influence the hierarchical architecture indicates that, in this system, cetyltrimethylammonium bromide (CTAB) plays a dominate role of "balling" while protonated diethylenetriamine (DETA) plays the role of "stringing" . As a novel absorbent, the microwave absorption performance of CoSe₂ microstructure is evaluated in 2-18 GHz band. Particularly, 3D hierarchical CoSe₂ microclews exhibit superior minimum reflection loss of -26.93 dB at 7.28 GHz and effective absorption bandwidth of 3.72 GHz, which are ~120% and ~104% higher than those of simple CoSe₂ nanosheets, respectively. Such drastic enhancement could be attributed to the large specific surface area, and more dissipation channels and scattering sites enabled by the unique clew-like microstructure. The versatile dual-surfactant templated assembly of hierarchical CoSe₂ microstructure, along with its appreciable dielectric microwave absorption performance, provides new inspirations in developing novel microwave absorbents for mitigation of electromagnetic pollution.