Two-dimensional (2D) heterojunction held together by van der Waals or covalent interactions give high flexibility in modifying their electrocatalytic activity and ion storage performance, since the surface work function and electronic states are dependent on the topmost layer, also the overall heterostructure. The MoSe2/MoS2 heterostructure based on 2D MoSe2 thin-flake and MoS2 nanosheet was designed through heterojunction engineering and prepared by epitaxial growth process. The abundant interfaces in the MoSe2/MoS2 heterostructure not only enable more exposed active sites for electrochemical reaction, but also facilitate the charge transport due to the open porous space within the interlaced nanosheet arrays, arising from with the synergistic effect by the combination of MoS2 and MoSe2. As expected, the MoSe2/MoS2 heterostructure exhibits excellent hydrogen evolution property with a small Tafel slope of 61 mV dec(-1), lower overpotential of 162 mV at 10 mA cm(-2), and long-term stability. It also delivers a much boosted supercapacitance performance with a high specific capacitance of 1229.6F g(-1) at 1 A g(-1) and 92.8% capacitance retention after 2000 cycles. The asymmetric super-capacitor made of the MoSe2/MoS2//nitrogen-doped carbon shows a stable potential window of 1.8 V.