<p>The pursuit of high-performance electrode materials for water splitting and supercapacitors is propelled by the energy crisis and the demand for sustainable energy conversion and storage. Transition metal selenides, particularly bimetallic selenides, show promise for these applications due to their superior electrical conductivity, rich redox properties, and tunable electronic structures compared to their monometallic counterparts. Herein, a series of cobalt-zinc bimetallic selenide (ZSCS) electrode materials was facilely prepared using a solvothermal approach. The optimized ZSCS-2 electrode delivers a high capacitance of 707.5&#xa0;F g^− 1 (1&#xa0;A g^− 1), with 58.3% rate retention (15&#xa0;A g^− 1), low R_s (0.55 Ω) and R_ct (0.16 Ω), and 83.4% cycling retention over 5000 cycles at 10&#xa0;A g^− 1 in a three-electrode system. Moreover, its asymmetric supercapacitor with rGO achieves 33.3 Wh kg^− 1 at 0.8&#xa0;kW kg^− 1. As a hydrogen evolution electrocatalyst, the ZSCS-2 nanocomposite requires a low 131 mV overpotential at 10&#xa0;mA cm^− 2, where it achieves a Tafel slope of 122 mV dec^− 1 and displays good stability for 24&#xa0;h. This work offers a compelling approach for developing advanced electrode materials toward high-performance supercapacitors and efficient water splitting.</p>