Al−Se batteries (ASeBs) with high theoretical specific capacity and discharge voltage are promising energy storage devices. However, the detrimental shuttle effect occurring in conventional ionic liquid electrolytes (ILEs) challenges their development. Herein, a thicker cathode/electrolyte interphase (CEI) is constructed via employing locally concentrated IL electrolytes (LCILEs) to overcome these issues. It is demonstrated that LCILEs facilitate the incorporation of Emim$^+$ into the electrode/electrolyte interphases, and, meanwhile, more Al−Cl species deposits are observed in the CEI. The formed CEI effectively prevents the dissolution of poly-selenides, inhibiting their related parasitic reactions. These result in ASeBs, employing the LCILE, to deliver a specific discharge capacity of 218 mAh g$^{−1}$ at 0.5 A g$^{−1}$ after 100 cycles at 20 °C, while the cell using the neat ILE only maintains 38 mAh g$^{−1}$ under the same conditions. Moreover, an Al−S cell operated in LCILEs reaches 578 mAh g$^{−1}$ at 0.1 A g$^{−1}$ after 150 cycles, which is also significantly better than 317 mAh g$^{−1}$ in the neat ILE. This study provides an LCILE-based strategy to reinforce the CEI in order to suppress the shuttle effect, realizing Al-chalcogen batteries with better performance.