CoFe-Prussian blue analogue (CoFe-PBA) templated N-doped graphitic carbon (NGC) and polydopamine-derived carbon (PDA-20) double-coated CoSe2/FeSe2 nanoparticles are introduced as anodes for highly efficient sodium-ion batteries (SIBs). These nanoparticles are encapsulated within porous hollow nanocages, which exhibit remarkable stability in cyclic performance. The synthesis method involved co-precipitation, followed by PDA coating at varying concentrations and a subsequent selenization process. This resulted in the creation of (Co,Fe)Se-NGC nanocages, (Co,Fe)Se-NGC@PDA-20 hollow nanocages, and (Co,Fe)Se-NGC@PDA-100 filled nanocages. This strategic preparation approach leverages the synergistic effects of dual carbon coating, resulting in highly conductive and porous nanostructures. These structures facilitate rapid charge species diffusion, efficient electrolyte infiltration, and effective management of volumetric changes. When used as anodes for SIBs, the (Co,Fe)Se-NGC@PDA-20 hollow nanocages demonstrate impressive structural robustness and high-rate performance. They exhibit remarkable structural integrity, maintaining stable cycling performance for up to 200 cycles at 0.5 and 1.0 A g−1. In terms of rate capability, the hollow nanocages exhibit a high discharge capacity of 126 mA h g−1 at 10 A g−1. This clearly highlights the structural advantages of the prepared hollow nanocages.