With the increasing awareness of environmental protection and the growing energy crisis, environmental protection, sustainability and renewable energy have received great attention. Sodium and lithium have similar physicochemical properties, and with abundant natural reserves and low prices, sodium-ion batteries (SIBs) have rapidly developed into the most effective alternative to lithium-ion batteries (LIBs). Metal selenides (MSex) as anode materials for SIBs exhibit higher theoretical capacity than other metal compounds. However, a series of problems, such as huge volume changes during cycling, structural crushing, and the "shuttle effect" of multiple selenides, have limited the further application of metal selenides in SIBs. In this paper, the current research status of metal selenide anode materials with different reaction types in SIBs is reviewed from the perspective of sodium storage mechanism, and the effects of different modification strategies on their electrochemical performances are described in detail. Finally, the challenges and future development of metal selenide electrode materials in SIBs are summarized and prospected.