A vacuum calcination approach is developed to fabricate selenium/carbon composites, which does not require intensive mixing and durable heating such as in commonly used melt-infusion methods of loading selenium into carbon hosts. Starting from carbon-coated selenium wires prepared via a wet-chemical reaction, selenium/carbon tubes are fabricated by a straightforward calcination process. The calcination is conducted in a confined space to reduce the insulating carbon shell under vacuum, and selenium melts but remains a constituting part of the composite. Paired with sodium metal anode, the resultant selenium/carbon tubes deliver a high reversible capacity of 601 and 509 mA h g−1 at 0.2 and 2 C normalized by the mass of selenium, which corresponds to energy and power densities of 860 and 667 Wh kg−1 at 193 and 1770 W kg−1, respectively. Such capacity and rate performance surpasses most typical cathode materials for lithium or sodium (ion) batteries, according to the comparative literature analysis. Moreover, the robust tubular-like hollow structure of the selenium/carbon composites ensures for impressive capacity retention of more than 90% after 1000 cycles at 20 C.