The core–shell structured SnSe@C microrods are designed and deliver high reversible specific capacities. The sodium storage mechanisms of SnSe are the combination of insertion, conversion and alloying reactions. • Core–shell structured SnSe@C microrods are designed and synthesized. • SnSe@C composites exhibit high reversible specific capacities and excellent cycling stability. • The unique structure can effectively buffer the volume expansion and contraction. • Both diffusion-controlled and pseudocapacitive behaviors participate in the kinetics process. • The sodium storage mechanisms of SnSe are combination of insertion, conversion and alloying reactions. The SnSe nanoparticles encapsulated in the carbon nanofibers (SnSe@C) with microrod morphology and core–shell structure are prepared by electrospinning and annealing process, and investigated as anode materials for sodium ion batteries. Benefiting from this unique structure, the SnSe@C can deliver a reversible capacity of 283.8 mAh g −1 after 500 cycles at a high current density of 1.0 A g −1 . The sodium ion storage mechanisms of SnSe are further characterized by ex-situ X-ray diffraction, high-resolution transmission electron microscope and selected area electron diffraction measurements. Besides, the excellent electrochemical performance of the electrodes is investigated by pseudocapacitance and in situ electrochemical impedance spectroscopy measurements. This work may provide a new avenue for synthesis of metal selenides with core–shell structure and a good idea for studying the kinetics process.