Compounding nickel-based selenides with other pseudocapacitive materials is an effective strategy for improving their electrochemical performance. In this paper, the NiSe/NiTe₂ nanocomposite grown in situ on nickel foam was fabricated by microwave method for supercapacitor application and has delivered exceptional performance. The maximum capacitance of NiSe/NiTe₂ material was 1782.7 F g⁻¹ (1 A g⁻¹), higher than that of the NiSe electrode (1244.4 F g⁻¹) or the NiTe₂ electrode (734.0 F g⁻¹). Additionally, the cycling stability of the NiSe/NiTe₂ electrode was promoted, maintaining 81.5% of the initial value after 30,000 cycles at 10 A g⁻¹. The NiSe/NiTe₂//AC all-solid-state asymmetric supercapacitor featured an energy density of 23.26 W h kg⁻¹. More importantly, it had excellent endurance with retention of 84.8% after 20,000 cycles. These results show that nickel foam self-supported NiSe/NiTe₂ composite is promising for improving the cycling performance of supercapacitors.