In this study, a facile technique was developed to generate a bimetallic Co0.85Se/Ni3Se2 heterostructure through a straightforward one-step electrodeposition process. The resulting structure proved to be an efficient cathode for fast charge/discharge electrochemical energy storage devices. The composition and morphology of the cathode can be easily adjusted by varying the molar ratio of Co/Ni precursors. The optimized Co0.85Se/Ni3Se2 (3:1) electrode demonstrated an impressive specific capacity of 141.9 mAh g−1 at a current density of 1 A g−1. It retained a capacity of 103.5 mAh g−1 at a high current density of 8 A g−1 due to its heterostructure nature. The assembled hybrid supercapacitor (HSC) device based on this optimized cathode achieved remarkable energy and power densities. Additionally, the Co0.85Se/Ni3Se2 (3:1) electrode was successfully demonstrated in micro-HSC (μ-HSC) applications, exhibiting favorable cycling stability during 480-h floating tests. These findings suggest that the synthesized Co0.85Se/Ni3Se2 cathode has great potential for use in high-performance electrochemical energy storage devices.