Rechargeable Mg batteries are thought to be suitable for scalable energy-storage applications because of their high safety and low cost. However, the bivalent Mg2+ cations suffer from sluggish solid-state diffusion kinetics. Herein, a hollow morphological approach is introduced to design copper selenide cathodes for rechargeable Mg batteries. Hollow Cu2-xSe nanocubes are fabricated via a solution reaction and their Mg-storage properties are investigated in comparison to simple nanoparticles. The hollow structures accommodate the volume change during magnesiation/demagnesiation and maintain material integrity, and thus a remarkable cycling stability of over 200 cycles is achieved. A kinetic study demonstrates that a hollow structure favors solid-phase Mg2+ diffusion, and therefore the hollow Cu2-xSe nanocubes exhibit a high capacity of 250 mA h g-1 at 100 mA g-1 as well as a superior rate capability. Mechanism investigation indicates that Cu2-xSe experiences a structure conversion during which a phase transformation occurs. This work develops a facile method for the preparation of hollow copper selenides and highlights the advantages of hollow structures in the design of high-performance Mg-storage materials.