Microwave absorbing materials have attracted much attention in solving electromagnetic interference and pollution problems. Hierarchical cobalt selenides have been obtained through a facile selenization annealing process. The as-prepared samples exhibit distinct reflection losses (RL) and frequency responses via tailoring their crystalline configurations, with excellent absorption in Ku, X, or C band. All of the samples show RL greater than or near -50 dB with effective bandwidths more than 4 GHz, indicating that they may serve as high-efficient and frequency-tunable microwave absorbers. Especially, the sample annealed at 400 °C shows a competitive RL of -62.04 dB at 9.92 GHz with a thickness of 2.25 mm; meanwhile, its effective absorption bandwidth reaches 5.36 GHz with a thickness as small as 1.56 mm. The cobalt selenides as microwave absorbers exhibit a promising prospect applied in complex electromagnetic environments.