Yolk–shell structured SnSe nanoparticles have been investigated as anode materials in Na-ion batteries for the first time. These SnSe nanoparticles can deliver an initial de-sodiation capacity of 355.8 mA h g⁻¹ at 500 mA g⁻¹ with a high capacity retention of 72.5% after 150 cycles and exhibit excellent rate capabilities. The significant capacitive contribution in the total Na⁺ storage of the SnSe electrode is identified, which should account for its superior rate performance.