Potassium-ion hybrid capacitors (KICs) reconciling the advantages of batteries and supercapacitors have stimulated growing attention for practical energy storage because of the high abundance and low cost of potassium sources. Nevertheless, daunting challenge remains for developing high-performance potassium accommodation materials due to the large radius of potassium ions. Molybdenum diselenide (MoSe2) has recently been recognized as a promising anode material for potassium-ion batteries, achieving high capacity and favorable cycling stability. However, KICs based on MoSe2 are scarcely demonstrated by far. Herein, a diatomite-templated synthetic strategy is devised to fabricate nitrogen-doped MoSe2/graphene (N-MoSe2/G) composites with favorable pseudocapacitive potassium storage targeting a superior anode material for KICs. Benefiting from the unique biomorphic structure, high electron/K-ion conductivity, enriched active sites, and the conspicuous pseudocapacitive effect of N-MoSe2/G, thus-derived KIC full-cell manifests high energy/power densities (maximum 119 Wh kg−1/7212 W kg−1), outperforming those of recently reported KIC counterparts. Furthermore, the potassium storage mechanism of N-MoSe2/G composite is systematically explored with the aid of first-principles calculations in combination of in situ X-ray diffraction and ex situ Raman spectroscopy/transmission electron microscopy/X-ray photoelectron spectroscopy.