Sodium ion capacitors (SICs) are promising candidates in energy storage for their remarkable power and energy density. However, the inherent disparity in dynamic behavior between the sluggish battery-type anodes and the rapid capacitor-type cathodes constrained their performance. To address this, we fabricated a hollow porous Co0.85Se/ZnSe@MXene anode featuring multiheterostructure, utilizing facile etching and electrostatic self-assembly strategies. The hollow porous structure and multiple heterointerfaces stabilize the anode by mitigating the volume changes. Density functional theory (DFT) calculations further revealed that induced multilevel built-in electric fields facilitate the formation of rapid ion diffusion pathways and reduce the Na+ adsorption energy, thereby boosting Na+/electron transport kinetics. The fabricated TA-Co0.85Se/ZnSe@MXene anode demonstrates outstanding long-term cycling stability of 406 mA h g-1 after 1000 cycles at 1 A g-1, with an ultrahigh rate performance of 288 mA h g-1 at 10 A g-1. When paired with the active carbon (AC) cathode, the SICs deliver extraordinary energy/power densities of 144 W h kg-1 and 12000 W kg-1, maintaining over 80% capacity retention at 1 A g-1 after 10000 cycles. This innovative strategy of engineering multiheterostructured anode with the induced multilevel built-in electric fields holds significant promise for advancing high-energy and high-power energy storage systems.