Ultrafine CoSe nanocrystals are embedded in honeycomb porous carbon nanofibers via spinning ZIF-67 nanocubes into polyacrylonitrile fibers, followed by etching of tannic acid, carbonization and selenization. Abundant cubic pores are densely distributed in carbon nanofibers. CoSe nanocrystals with an ultrafine size of 10–20 nm are distributed around cubic pores, and even move to other internal locations of the carbon nanofibers, achieving intimately coupling. CoSe nanocrystal@honeycomb porous carbon nanofiber is used as anode of sodium-ion batteries, exhibiting excellent electrochemical performance. The average discharge capacity at 0.1 A g⁻¹ reaches 433 mAh g⁻¹. It can deliver discharge capacity of 319 mAh g⁻¹ at 1 A g⁻¹ after 550 cycles, 254 mAh g⁻¹ at 5 A g⁻¹ after 500 cycles, 192 mAh g⁻¹ at 10 A g⁻¹ after 1000 cycles. The various kinetics analyses indicate the favorable Na⁺ diffusion (10^−10.9 to 10^−12.0 cm² s⁻¹), low internal resistance, fast interface reaction, and dominant capacitive effect in electrochemical reaction. The structure stability is demonstrated by ex-situ observation of the cycled electrodes. The outstanding sodium storage performance is attributed to 0D ultrafine CoSe nanocrystals, 3D honeycomb cubic pores and 1D short carbon nanofibers. The multidimensional nanostructures significantly improve kinetics and cycling stability of CoSe from different aspects.