Metal selenides are considered as one of the most promising anode materials for Na‐ion batteries owing to high specific capacity and relatively higher electronic conductivity compared with metal sulfides or oxides. However, such anodes still suffer from huge volume change upon repeated Na+ insertion/extraction processes and simultaneously undergo severe shuttle effect of polyselenides, thus leading to poor electrochemical performance. Herein, a facile chemical‐blowing and selenization strategy to fabricate 3D interconnected hybrids built from metal selenides (MSe, M = Mn, Co, Cr, Fe, In, Ni, Zn) nanoparticles encapsulated in in situ formed N‐doped carbon foams (NCFs) is reported. Such hybrids not only provide ultrasmall active nanobuilding blocks (≈15 nm), but also efficiently anchor them inside the conductive NCFs, thus enabling both high‐efficiency utilization of active components and high structural stability. On the other hand, Cu‐driven replacement reaction is utilized for efficiently inhibiting the shuttle effect of polyselenides in ether‐based electrolyte. Benefiting from the combined merits of the unique MSe@NCFs and the utilization of the conversion of metal selenides to copper selenides, the as‐obtained hybrids (MnSe as an example) exhibit superior rate capability (386.6 mAh g−1 up to 8 A g−1) and excellent cycling stability (347.7 mAh g−1 at 4.0 A g−1 after 1200 cycles). Superior sodium storage performance of metal selenides is realized by constructing 3D interconnected N‐doped carbon foams and simultaneously utilizing Cu‐driven replacement reaction. The former can facilitate rapid electron and ion transport kinetics while the latter can efficiently inhibit the shuttle effect of polyselenides, thus enabling excellent rate capability and cycling stability.