Exploration of advanced anode materials for sodium‐ion batteries (SIBs) is still a big challenge due to the large radius of sodium. In this work, the hierarchical architectures assembled from N‐doped carbon‐coated Co0.5Ni0.5Se2 (Co0.5Ni0.5Se2@NC) nanoparticles encapsulated into cross‐stacked nanosheets have been successfully prepared from the cobalt‐nickel binary‐metal organic frameworks (CoNi‐MOF) by two steps of the solid‐state selenization and carbon coating processes. Importantly, the resultant hierarchical Co0.5Ni0.5Se2@NC architecture can achieve a satisfactory electrochemical performance, maintaining a high‐rate capacity of 330 mA·h·g–1 at 3 A·g–1 and a stable cyclability of 100 cycles without obvious capacity decay at 0.2 A·g–1. The design of distinct superstructure can not only be applied to other electrode materials but also boost the forward development of energy storage systems.