The electronic structure of pyrite NiS2?xSex has been studied for various Se compositions (x) by using X-ray photoemission spectroscopy (XPS). The Ni 2p XPS spectra show a weak dependence on x in the spectral weight ratio of the satellite to the main peak and in the main-to-satellite peak distance, but they show a noticeable difference in the asymmetry of the 2p3/2 main peaks. This result indicates that the key electronic structure parameters hardly vary across the metal-insulator transition, but that the screening strengths of the conduction electrons do change much. This apparent contradiction can be reconciled with the percolation scenario proposed in our previous X-ray absorption study.