Transition metal chalcogenides have been one of the research hotspots in sodium-ion batteries (SIBs). In this work, Cu2Se-ZnSe heterojunction nanoparticles were embedded in carbon nanofibers to obtain the composites (Cu2Se-ZnSe-CNFs). As anodes for SIBs, Cu2Se-ZnSe-CNFs showed a reversible capacity of 310 mAh g(-1) after 100 cycles at 0.1 A g(-1). Their rate capacity is 237 mAh g(-1) at 2 A g(-1). The high specific capacities of Cu2Se-ZnSe-CNFs at a wide range of current density can be attributed to the type-I heterojunction between Cu2Se and ZnSe in composites, which can speed up electron transport. In addition, the protection from CNFs is another factor to ensure the long lifetime of Cu2Se-ZnSe-CNF anodes. The strategy of using heterojunction to promote the electrochemical properties of multi-metal sulfides may be helpful for the application of carbon composites in electrochemical catalysts and other batteries.