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We report the synthesis and characterization of RbNi$_2$Se$_2$, an analog of the iron chalcogenide superconductor Rb$_x$Fe$_2$Se$_2$, via transport, angle resolved photoemission spectroscopy, and density functional theory calculations. A superconducting transition at $T_{c}$ = 1.20 K is identified. In normal state, RbNi$_2$Se$_2$ shows paramagnetic and Fermi liquid behaviors. A large Sommerfeld coefficient yields a heavy effective electron mass of $m^{*}\approx6m_{e}$. In the superconducting state, zero-field electronic specific-heat data $C_{es}$ can be described by a two-gap BCS model, indicating that RbNi$_2$Se$_2$ is a multi-gap superconductor. Our density functional theory calculations and angle resolved photoemission spectroscopy measurements demonstrate that RbNi$_2$Se$_2$ exhibits relatively weak correlations and multi-band characteristics, consistent with the multi-gap superconductivity.