Transition metal selenides as electrode materials for supercapacitors are becoming increasingly attractive, and effective modification strategies for improving their practical energy storage performance are highly desired. Herein, a dual modification strategy combined with surface laminating and introducing cation vacancies is utilized to optimize the polynary transition metal selenide CoNiSe2 in the surface and atomic levels. The as-obtained sample CNVS/rGO possesses well-developed surface chemical properties, optimized electron state, more exposed inner electroactive sites, and barrier-decreased kinetics. For the assembled asymmetric hybrid supercapacitor device, a high energy density of 106.2 Wh kg–1 at a power density of 0.77 KW kg–1 is achieved. Importantly, a pseudo-in-situ XPS test method and DFT calculations are conducted for better understanding of the modification mechanisms and electrochemical kinetics. This work presents a performance breakthrough; the corresponding modification strategy and kinetic studies are inspiring for the design of electrode materials in the related fields.