The electrochemical performance of the electrode material for supercapacitor is influenced by several factors and could be facilitated by a particular morphology. A reasonable morphology can provide more active sites and larger specific surface area, and increase the ion transport rate. Herein, NiCo2Se4 with hollow nanobamboo shoot (NBS) structure is prepared by a two-step hydrothermal process and the formation of hollow structure is due to the Kirkendall effect. The NiCo2Se4 synthesized with optimal conditions achieves a high specific capacitance of 6.21 F cm−2 at a current density of 1 mA cm−2, and the cycling stability of NiCo2Se4 is as high as 76% after 5000 cycles at 20 mA cm−2. The designed NiCo2Se4//AC supercapacitor can achieve an energy density of 24.9 Wh kg−1 at a power density of 537.04 W kg−1. All of the above demonstrate that NiCo2Se4 bamboo shoot-like structure has a promising application in supercapacitor.