Zinc selenide (ZnSe), a metal chalcogenide, is an attractive anode material for sodium-ion batteries, exhibiting high theoretical capacity (371.4 mAhg−1) and numerous redox sites. However, volume expansion and low stability during the charge/discharge processes present challenges. This study aimed to solve these inherent problems and synthesize a high-performance anode material by growing nano sized ZnSe on surface of reduced graphene oxide (rGO). ZnSe has two crystal structures, namely zinc-blende and wurtzite, and undergoes a transformation from wurtzite to the zinc-blende phase during sodium ion storage. This study conducted X-ray diffraction analysis of the electrode after the galvanostatic charge/discharge test and performed cyclic voltammetry analysis to investigate the transformation process. In addition, real-time monitoring of Nyquist plot and phase transition was performed to investigate the mechanisms of sodium ion storage. The ZnSe-rGO, exhibiting conversion reactions, shows cycle performance of 316.14 mAhg−1 at a current density of 0.5 Ag−1 after 1000 cycles. The evaluation of anode materials and analysis of their storage mechanism can facilitate sodium-ion batteries research.