The meticulous architecture of novel materials, integrating a rationally constructed highly conductive polyphase transition metal selenide with a carbonaceous nanostructure onto a 3D substrate has been acknowledging the challenging but appealing strategies for the development of auspicious electrode materials for energy storage devices. In this work, for the first time, hollow and porous nickel–zinc–cobalt selenide (Ni–Zn–Co–Se) nanosheet arrays were designated onto a chemically reduced rGO embellished Ni foam (rGO/NF) via a self-sacrificing template, ion exchange and selenization affair, where a Zn–Co-organic framework acts as a template. Ameliorating from the unique porous and hollow nanoarchitecture, the Ni–Zn–Co–Se@rGO/NF electrode tenders sheer electroactive sites, ample accessible territories for facile insertion of electrolytes and curtailed ion diffusion subways, reflecting the superlative electrochemical properties, in terms of an exceptional specific capacity of 464.4 mA h g⁻¹, an admirable rate performance of 68.9% and a remarkable cyclic life span of 93.24% after 7000 cycles in a three-electrode assembly for supercapacitors. To demonstrate the practical applicability, an asymmetric supercapacitor (ASC) device was assembled using Ni–Zn–Co–Se@rGO/NF and metal–organic framework-derived hollow porous carbon (MDHPC) as a positive and a negative electrode, respectively. The as-sandwiched Ni–Zn–Co–Se@rGO/NF//MDHPC ASC device exhibited a high energy density of 74.6 W h kg⁻¹ at a power density of 796.91 W kg⁻¹ with a remarkable durability of 96.4% after 7000 successive charge–discharge cycles.