We have made the first observation of superconductivity in TlNi2Se2 at T(C)=3.7 K, and it appears to involve heavy electrons with an effective mass m*=(14-20)m(b), as inferred from the normal-state electronic specific heat and the upper critical field, H(C2)(T). We found that the zero-field electronic specific-heat data, C(es)(T) (0.5 K≤T<3.7 K) in the superconducting state can be fitted with a two-gap BCS model, indicating that TlNi2Se2 seems to be a multiband superconductor, which is consistent with the band calculation for the isostructural KNi2S2. It is also found that the electronic specific-heat coefficient in the mixed state γN(H) exhibits a H(1/2) behavior, which is considered as a common feature of the d-wave superconductors. TlNi2Se2, as a d-electron system with heavy electron superconductivity, may be a bridge between cuprate- or iron-based and conventional heavy-fermion superconductors.