Transition metal selenides (TMSs) are suitable for SIBs and PIBs owing to their satisfactory theoretical capacity and superior electrical conductivity. However, the large radius of Na+/K+ easily leads to sluggish kinetics and poor conductivity, which hinder the development of SIBs and PIBs. Structure design is an effective method to solve these obstacles. In this study, Co2+ ions combined with glycerol molecules to form self-assembled nanospheres at first, and then they were in situ converted into CoSe2 nanoparticles embedded in a carbon matrix during the selenization process. This structure has three-dimensional ion diffusion channels that can effectively hamper the aggregation of metal compound nanoparticles. Meanwhile, the CoSe2/C of the yolk-shell structure and a large number of pores help alleviate volume expansion and facilitate electrolyte wettability. These structural advantages of CoSe2/C endow it with remarkable electrochemical performances for full/half SIBs and full/half PIBs. The obtained CoSe2/C exhibits superior stability and excellent performance (312.1 mA h g-1 at 4 A g-1 after 1600 cycles) for SIBs. When it is used as an anode material for PIBs, 369.2 mA h g-1 can be retained after 200 cycles at 50 mA g-1 and 248.1 mA h g-1 can be retained after 200 cycles at 500 mA g-1; in addition, CoSe2/C also shows superior rate capacity (186.4 mA h g-1 at 1000 mA g-1). A series of ex situ XRD measurements were adapted to explore the possible conversion mechanism of CoSe2/C as the anode for PIBs. It is worth noting that the full-cell of CoSe2/C//Na3V2(PO4)3@rGO for SIBs and the full-cell of CoSe2/C//PTCDA-450 for PIBs were successfully assembled. The relationship between the structure and performance of CoSe2/C was investigated through density functional theory (DFT).