To address the sluggish reaction kinetics commonly associated with the transition metal chalcogenide anodes in their interaction with alkali metal ions, introducing heterostructures into these materials is proposed as a novel approach. Herein, we introduce a fabrication method for yolk-shell structured microsphere comprising heteroatom-doped cobalt sulfoselenide nanocrystals using a recycled solution. The prepared material demonstrates a composition of sulfur-doped cobalt selenide, forming hetero-anion metal compounds. A detailed study of the reaction mechanism in cobalt sulfoselenide reveals the formation of Na2S/Na2Se heterointerfaces during the conversion reaction, which facilitate a rapid diffusion of Na-ions. Furthermore, heteroatom doping in the cobalt sulfoselenide nanocrystals, induced by cobalt recycling process, leads to the lattice expansion, further enhancing the Na-ion diffusion kinetics. Additionally, through an infiltration of pitch solution and a simple heat-treatment, pitch-derived carbon is coated on the cobalt sulfoselenide nanocrystals. This carbon layer can effectively accommodate the volumetric stress during repeated cycling, enhancing the stability. Consequently, carbon-coated heteroatom-doped cobalt sulfoselenide yolk-shell microsphere anode exhibits stable cycling stability (560 mA h g−1 for 100 cycles at 0.2 A g−1) as well as great rate capability (140 mA h g−1 at 15 A g−1) for sodium-ion batteries (SIBs).