Fullerene-like nanocages are being highly investigated in recent times for gas sensing applications. In this work, we explored the hydrogen selenide (H2Se) gas adsorption on the surfaces of pure and Ni-doped fullerene-like Al12N12 (AlN), Al12P12 (AlP), B12N12 (BN), and B12P12 (BP) nanocages using density functional theory (DFT). The interaction of H2Se gas with BN, BP, and Ni-doped BN nanocages exhibit low adsorption energy, whereas AlN, AlP, and Ni-decorated B12P12 (Ni_BP) exhibit higher adsorption energy. To obtain better insight into the interaction of H2Se gas with the nanocages; dipole moment, HOMO-LUMO orbitals, NBO charge transfer, global indices, thermodynamic parameters, DOS, and UV spectrum are examined. The QTAIM analysis is also performed to know more about the microscopic insight of sensing behavior and the intermolecular bonding nature. Thus, our calculated results indicate that AlN, AlP, and Ni-doped nanocages are promising candidates for sensing of H2Se gas.