AbstractHybrid hollow nanostructures with tailored shell architectures are attractive for electrochemical energy storage applications. Starting with metal–organic frameworks (MOFs), we demonstrate a facile formation of hybrid nanoboxes with complex shell architecture where a CoSe‐enriched inner shell is intimately confined within a carbon‐enriched outer shell (denoted as CoSe@carbon nanoboxes). The synthesis is realized through manipulation of the template‐engaged reaction between Co‐based zeolitic imidazolate framework (ZIF‐67) nanocubes and Se powder at elevated temperatures. By virtue of the structural and compositional features, these unique CoSe@carbon nanoboxes manifest excellent lithium‐storage performance in terms of high specific capacity, exceptional rate capability, excellent cycling stability, and high initial Coulombic efficiency.