Although the design and synthesis of efficient electrocatalysts for the hydrogen evolution reaction (HER) are highly desirable, severe challenges still need to be addressed. Herein, ultrathin MoS2 nanosheets were vertically grown on CoSe2 hollow nanotube arrays via a simple three-step hydrothermal reaction by using carbon cloth (CC) as a substrate and were subsequently used as a highly efficient HER electrocatalyst (MoS2@CoSe2-CC hybrid). The MoS2 nanosheets uniformly self-assembled on conductive CoSe2 nanotube arrays exhibited a hierarchical and well-ordered structure. Such a unique structure may not only comprise more exposed active sites, but also enable fast electrolyte penetration and facilitate H+/electron transportation to accelerate the reduction and evolution of H2 during the electrocatalytic process. As an HER electrocatalyst with a novel three-dimensional hierarchical structure, the MoS2@CoSe2-CC hybrid exhibited an outstanding catalytic HER performance with a small Tafel slope of 67 mV dec-1 in alkaline media, while only requiring a low HER overpotential of 101 mV at 10 mA cm-2. Notably, the MoS2@CoSe2-CC hybrid also demonstrated exceptional electrochemical durability and structural stability even after 1000 cycles or 48 h of continuous electrolysis. Overall, this work presents a new approach for the design and synthesis of robust, highly active, and cost-effective electrocatalysts for hydrogen generation.