Sodium-selenium (Na-Se) batteries are promising energy storage systems with high energy density, high safety, and low cost. However, the huge volume change of selenium, the dissolution shuttle of polyselenides, and low selenium loading need to be solved. Herein, Cu nanoparticles decorated MXene nanosheets composite (MXene/Cu) are synthesized by etching Ti3AlC2 using a molten salt etching strategy. The Se-loaded MXene/Cu (Se@MXene/Cu) electrode delivers superior electrochemical performance even with a high Se loading of ∼74.3 wt%, owing to the synergistic effect of the two-dimensional (2D) confined structure and catalytic role of the unique MXene/Cu host. Specifically, the obtained electrode provides a reversible capacity of 587.3 mAh/g at 0.2 A/g, a discharge capacity as high as 511.3 mAh/g at a high rate of 50 A/g, and still maintains a capacity of 471.9 mAh/g even after 5000 cycles based on the mass of Se@MXene/Cu. With such excellent electrochemical kinetic properties, this study highlights the importance of designing various MXene-based composites with synergistic effects of 2D confined structure and Cu catalytic center for the development of high-performance alkali metal–chalcogen battery systems.