The transition metal selenite CoSeO3 single crystal nanoparticles with primary particle size distribution ranging from 80 to 200 nm is systematically investigated as anode material for sodium ion batteries (SIBs)/capacitors (SICs). It achieves stable Na+ storage capacity of 280 mAh g−1 at a high current density of 10 A g−1 in CoSeO3||Na SIBs. Furthermore, the corresponding CoSeO3||Activated carbon (AC) SICs also presents a high energy density of 51 Wh kg−1 at a power density of 2 kW kg−1, along with 72% energy retention after 3000 cycles at 1 A g−1. Combining advanced microscopy (HRTEM, SEM), density functional theory (DFT) calculations and surface science (XPS), it is demonstrated that the CoSeO3 in-situ transform into binary oxides CoO/SeO2 and form heterointerfaces during the initial discharge/charge cycle. The coupled heterointerfaces between CoO and SeO2 could construct strong internal electric field, accelerating the electron/Na+ diffusion kinetics during the subsequent charge–discharge process and boosting Na+ pseudocapacitance storage. The finding of heterointerfaces synergistic sodium-ion storage fundamental mechanism of transition metal selenite might provide inspiration for the development of new anode material for sodium-based storage devices.