Energy density (energy per volume) is a key consideration for portable, automotive and stationary battery applications. We created selenium (Se) lithium and sodium metal cathodes that are monolithic and free-standing, and with record Se loading of 70 wt%. The carbon host is derived from nanocellulose, an abundant and sustainable forestry product. The composite is extremely dense (2.37 g cm^-3), enabling theoretical volumetric capacity of 1120 mAh cm^-3. Such architecture is fully distinct from previous Se – carbon nano or micropowders, intrinsically offering up to 2X higher energy density. For Li storage, the cathode delivered reversible capacity of 1028 mAh cm^-3 (620 mAh g^-1) and 82% retention over 300 cycles. For Na storage 848 mAh cm^-3 (511 mAh g^-1) was obtained with 98% retention after 150 cycles. The electrodes yield superb volumetric energy densities, being 1727 Wh L^-1 for Li-Se and 980 Wh L^-1 for Na-Se normalized by total composite mass and volume. Despite the low surface area, over 60% capacity is maintained as the current density is increased from 0.1 to 2 C (30 min charge) with Li or Na. Remarkably, the electrochemical kinetics with Li and Na are comparable, including the transition from interfacial to diffusional control.