Synthesis of nanostructured composites containing multiple components with distinctive structure and composition is important for high-performance energy storage but challenging. Starting form metal-organic frameworks (MOFs), we herein successfully synthesize a series of advanced nanocomposites consisting of composition-tailored nickel cobalt sulfoselenide (NiCo2(SxSe1−x)5) nanoparticles confined in graphitic carbon hollow spheres (GC HSs). For pseudocapacitors, the NiCo2(S0.78Se0.22)5/GC HSs exhibit the highest specific capacity (560.7 C g−1 at 1 A g−1) with good rate capability and cycling performance. An asymmetric supercapacitor (ASC) based on the NiCo2(S0.78Se0.22)5/GC HSs cathode and Bi2O2.33/rGO nanocomposite anode displays an energy density of 47.2 Wh kg–1 at a high power density of 801 W kg–1. Besides, the NiCo2(S0.78Se0.22)5/GC HSs are also promising anode materials for lithium-ion batteries, which deliver a high reversible capacity of 865.2 mA h g−1 at 200 mA g−1 after 100 cycles. The excellent performance could be attributed to the high electrical conductivity, facile electron and ion transport, good structural robustness and components’ synergistic effect. We believe this synthetic strategy could be extended to prepare other anions doped bimetallic compounds and carbon composites for next-generation energy storage.