Golden bristlegrass‐like unique nanostructures comprising reduced graphene oxide (rGO) matrixed nanofibers entangled with bamboo‐like N‐doped carbon nanotubes (CNTs) containing CoSe2 nanocrystals at each node (denoted as N‐CNT/rGO/CoSe2 NF) are designed as anodes for high‐rate sodium‐ion batteries (SIBs). Bamboo‐like N‐doped CNTs (N‐CNTs) are successfully generated on the rGO matrixed nanofiber surface, between rGO sheets and mesopores, and interconnected chemically with homogeneously distributed rGO sheets. The defects in the N‐CNTs formed by a simple etching process allow the complete phase conversion of Co into CoSe2 through the efficient penetration of H2Se gas inside the CNT walls. The N‐CNTs bridge the vertical defects for electron transfer in the rGO sheet layers and increase the distance between the rGO sheets during cycles. The discharge capacity of N‐CNT/rGO/CoSe2 NF after the 10 000th cycle at an extremely high current density of 10 A g−1 is 264 mA h g−1, and the capacity retention measured at the 100th cycle is 89%. N‐CNT/rGO/CoSe2 NF has final discharge capacities of 395, 363, 328, 304, 283, 263, 246, 223, 197, 171, and 151 mA h g−1 at current densities of 1, 2, 4, 6, 8, 10, 12, 14, 16, 18, and 20 A g−1, respectively. As high‐performance anodes for sodium‐ion batteries, golden bristlegrass‐like graphene nanofibers entangled with N‐doped CNTs containing CoSe2 nanocrystals are designed and synthesized. The synthesized unique nanostructure exhibits high cycling and rate performances even at extremely high current densities. The synergistic effect of the golden bristlegrass‐like unique structure and the N‐doped CNTs/graphene composite results in efficient anode materials for sodium‐ion batteries.