3D porous nanosheet arrays are desirable structures for supercapacitors due to their large surface and fast transportation for ions and electrons. However, their synthesis usually involves two or more steps, which is not only time-consuming but also makes the in situ growth more difficult to achieve. In this work, 3D porous NiCoSe2 nanosheet array were in situ synthesized on Ni foam by one-step electrodeposition, and then employed as a supercapacitor electrode for the first time. The electrodeposited NiCoSe2 electrode displays a high specific capacity of 520 C g-1 at 1 A g-1 and good rate capability of 53.7% with a 30-fold increase to 30 A g-1. In addition, an asymmetric supercapacitor (ASC) device was assembled with NiCoSe2 and activated carbon as the binder-free positive and negative electrode, respectively. The ASC exhibits a high specific energy of 44.4 Wh kg-1 at a specific power of 776.7 W kg-1, and outstanding cycling stability of 133% after 10000 cycles. Most importantly, the energy storage mechanism of NiCoSe2 was proposed. This is mainly due to the significantly increased electroactive surface area and superior electron transfer properties of NiCoSe2, which can compensate for the capacity decay of NiCoSe2 induced by Se and Co loss after cycling.