The low conductivity and catalytic activity of counter electrode (CE) materials in the electrolyte of dye-sensitized solar cells (DSSCs) has resulted in unprecedented challenges, limiting their development. Herein, a highly efficient CE material was synthesized by uniformly distributing transition metal selenides in a metal–organic framework (MOF, denoted as CoSe₂@NC), and then integrating carbon nanotubes, which were finally designed as integrated interconnected nanoreactors (CoSe₂@NC-CNTs). Consequently, DSSC with three-dimensional (3D) reticular CoSe₂@NC-CNT CE displayed a superior power conversion efficiency (PCE) of 9.25%, exceeding that of Pt CE (7.81%). This outstanding performance is attributed to: (1) the increased specific surface area, which promotes the absorption of the dye and electrolyte, (2) the metal-on-MOF hierarchical structure as a unique crystalline porous material, which optimizes the efficiency of the metal nanoparticles, (3) the doping of heteroatom (N), which provides more defect sites and enhances the catalytic activity, and (4) the porous walls of MOF and internal connected CNTs, which provide sufficient pathways for the fast diffusion of electrons and iodine ions. The present work not only strengthens the understanding of the coupling interaction between porous CoSe₂@NC and CNTs, but also offers an extended strategy of structuring further well-defined metal-on-MOF hybrids.