This work utilizes defect engineering, heterostructure, pyridine N-doping, and carbon supporting to enhance cobalt-nickel selenide microspheres' performance in the oxygen electrode reaction. Specifically, microspheres mainly composed of CoNiSe2 and Co9Se8 heterojunction rich in selenium vacancies (VSe·) wrapped with nitrogen-doped carbon nanotubes (p-CoNiSe/NCNT@CC) are prepared by Ar/NH3 radio frequency plasma etching technique. The synthesized p-CoNiSe/NCNT@CC shows high oxygen reduction reaction (ORR) performance (half-wave potential (E1/2) = 0.878V and limiting current density (JL) = 21.88mA cm-2). The JL exceeds the 20wt% Pt/C (19.34mA cm-2) and the E1/2 is close to the 20wt% Pt/C (0.881V). It also possesses excellent oxygen evolution reaction (OER) performance (overpotential of 324 mV@10mA cm-2), which even exceeds that of the commercial RuO2 (427 mV@10mA cm-2). The density functional theorycalculation indicates that the enhancement of ORR performance is attributed to the synergistic effect of plasma-induced VSe· and the CoNiSe2-Co9Se8 heterojunction. The p-CoNiSe/NCNT@CC electrode assembled Zinc-air batteries (ZABs) show a peak power density of 138.29mW cm-2, outperforming the 20wt% Pt/C+RuO2 (73.9mW cm-2) and other recently reported catalysts. Furthermore, all-solid-state ZAB delivers a high peak power density of 64.83mW cm-2 and ultra-robust cycling stability even under bending.