As a significant semiconductor, nickel selenide shows enormous potential and extensive application prospects in the field of sensor, photocatalysis and supercapacitor. In this paper, nickel selenide (Ni3Se2, NiSe) thin films were successfully fabricated on stainless-steel sheet using a facile, effective electrodeposition technique. The morphologies, microstructures and chemical compositions of the thin films are characterized systematically. Electrochemical tests exhibit that the Ni3Se2 and NiSe possess high specific capacitance of 581.1 F/g and 1644.7 F/g, respectively. A flexible, all-solid-state asymmetric supercapacitor is assembled by utilizing NiSe film as positive electrode and activated carbon as negative electrode. The solid device delivers a high areal capacitance of 27.0 mF/cm2 at the current density of 0.7 mA/cm2. The maximum volumetric energy density and power density of the NiSe//AC asymmetric SCs can achieve 0.26 mWh/cm3 and 33.35 mW/cm3, respectively. The device shows robust cycling stability with 84.6％capacitance retention after 10,000 cycles, outstanding flexibility and satisfactory mechanical stability. Moreover, two devices in series can light up a red light-emitting diode, which displayed great potential applications for energy storage.