Owing to the desirable nano-morphology, controllable structure, and ease of preparation, metal-organic frameworks (MOFs) are widely used as the precursors for electrodes in Na-ion battery (NIB). However, MOF structures are prone to fracture and collapse during the reactions. Additionally, MOF-derived electrodes often exhibit a high expansion rate, which negatively impacts the long cyclic capability of NIBs. Herein, we employed a stable covalent-organic framework (COF) as a protective coating for the first time to preserve the MOF structure. A shuttle-like iron selenide (Fe3Se4) coated with N-doped carbon (NC) was synthesized using a simple hydrothermal method, surface coating, and subsequent selenizing process. Due to its large specific surface area and well-developed porosity, the double-framework derived Fe3Se4/NC electrode provides abundant active sites for Na+ storage. The COF and COF-derived NC protect the structure of Fe3Se4/NC during synthesis and cyclic process, respectively. The high conductivity of the NC coating enhances the electron/ion conductivity of Fe3Se4/ NC, thereby beneficial the rate performance. As the material anode for NIB, the Fe3Se4/NC electrode exhibits a high initial charging/discharging capacity (425.7/478.4 mAh center dot g (-1) with an initial Coulombic efficiency of 89.0 %), excellent rate performance (333.5 mAh center dot g (-1) at 12 A center dot g (-1)), long-durable cycle capability (290.8 mAh center dot g (-1) after 1000 cycles at 8 A center dot g (-1)) and fast charging ability (143 s). This work provides a novel strategy of "COF on MOF" to prepare high-performance electrode materials for NIB.