Abstract Achieving both high energy density and long‐term cycling stability in high performance fiber‐based supercapacitors remains a fundamental challenge, due to the intrinsic trade‐offs between charge storage capacity, structural durability, and rapid reaction kinetics. Here, a novel ternary metal selenides (NiCoCuSe x ) is presented, anchored at reduced graphene oxide (rGO) fibers with a Core–Shell heterostructure, abundant reactive sites, a selenidation‐induced defect‐rich surface, and a synergistic multi‐metal interaction. Benefiting from above, this heterostructured fiber enables efficient charge transport, low diffusion barriers, favorable OH − adsorption energetics, and stable multi‐electron transfer kinetics. As a result, the NiCoCuSe x ‐rGO electrode delivers an exceptional areal capacitance of 8482.97 mF cm −2 and superior cycling stability (93.4% retention after 10 000 cycles). Moreover, the asymmetric solid‐state supercapacitor (ASC) constructed with NiCoCuSe x ‐rGO//rGO electrode achieves a high energy density of 46.88 µWh cm −2 , successfully powering devices including LEDs, watches, and phones. Additionally, the NiCoCuSe x ‐rGO fiber serves as an efficient non‐enzymatic ascorbic acid (AA) sensor, demonstrating high sensitivity (3.69 mA mM −1 cm −2 ), a wide linear response range (0.005–0.1 mM) with low detection limit (0.05 mM) for monitoring AA levels in sweat. This work provides an innovative strategy for designing high‐performance multicomponent metal selenides applicable to both energy storage and wearable biochemical sensing.