We have effectively synthesized ZnS, FeSe2, and their nanocomposite in this study using a straightforward and affordable solvothermal process. We also investigate for the first time their ideal electrochemical performance for supercapacitors. The ZnS and FeSe2 positive electrodes exhibit capacitances of 266.2 F g-1 and 294.3 F g-1, respectively, with fascinating nanostructures and morphology. Their respective nanocomposites, AZ-1, AZ-2, and AZ-3, deliver capacitances of 356.8, 444.4, and 326.1 F g-1 with significant rate performance in aqueous solution in three-electrode assembly. The lowest ESR and Rct values of AZ-2 electrodes, which improved conductivity and charge transport kinetics and created a synergistic effect between ZnS and FeSe2 electrodes, are responsible for their exceptional capacitative performance. We built an asymmetric supercapacitor (AZ-2/AC) with an optimal voltage of 1.6 V, which demonstrated great power density (6250 W kg-1) and energy density (33 Wh kg-1) with remarkable cycling stability (88.1%) in an aqueous electrolyte after 12,000 cycles. As a result, FeSe2-based nanocomposites are strong contenders for realizing high energy and power delivery for practical applications.