<p>Prussian blue analog (PBA) material is very attractive as an electrode material for supercapacitors due to its advantages such as three-dimensional open frame and tunability; its structure is conducive to the physical adsorption of ions in the electrolyte on the electrode surface, catalyzes the intercalation of other ions into the structure, and shows strong redox ability. In this paper, the cubic shape of PBA is used as the electrode material of the supercapacitor, and the PBA-derived composite material is prepared by the selenization method on the basis of maintaining the original shape, so as to improve the electrochemical performance of the material. High-performance cubic CoSe₂/Fe₇Se₈ composites were prepared. The composition, morphology, structure, and electrochemistry of the composites were studied. The CoSe₂/Fe₇Se₈ cube composites were prepared by a one-step selenization reaction using cube CoFe-PBA as the precursor. At the same time of selenization, the carbonization of the material is completed, and a large number of pores are generated. The porous structure and the introduction of selenium can improve the conductivity of the material, and the derived carbon layer can protect the morphology and structure. CoSe₂/Fe₇Se₈ showed better specific capacitance than CoFe-PBA, and the specific capacitance of CoSe₂/Fe₇Se₈ remained at 91.44% after 5000 cycles. In the CoSe₂/Fe₇Se₈//AC Hybrid Supercapacitors (HSC) device, CoSe₂/Fe₇Se₈ also demonstrated excellent performance.</p>