Scrupulous design and fabrication of advanced electrode materials are vital for developing high-performance sodium ion batteries. Herein, we report a facile one-step hydrothermal strategy for construction of a C-MoSe2/rGO composite with both high porosity and large surface area. Double modification of MoSe2 nanosheets is realized in this composite by introducing a reduced graphene oxide （rGO） skeleton and outer carbon protective layer. The MoSe2 nanosheets are well wrapped by a carbon layer and also strongly anchored on the interconnected rGO network. As an anode in sodium ion batteries, the designed C-MoSe2/rGO composite delivers noticeably enhanced sodium ion storage, with a high specific capacity of 445 mAh-g-1 at 200 mA.g-1 after 350 cycles, and 228 mAh-g 1 even at 4 A.g-1; these values are much better than those of C-MoSe2 nanosheets （258 mAh.g-a at 200 mA-g-1 and 75 mAh-g-1 at 4 A.g-~）. Additionally, the sodium ion storage mechanism is investigated well using ex situ X-ray diffraction and transmission electron microscopy methods. Our proposed electrode design protocol and sodium storage mechanism may pave the way for the fabrication of other high-performance metal diselenide anodes for electrochemical energy storage.