Promising catalytic activity of MoSe2 in the hydrogen evolution reaction (HER) is synthesized on a new reduced graphene oxide/polyimide (rGO/PI) substrate by a simple electrochemical method. The MoSe2 nanoparticles have excellent photo-responsive properties; the potential difference could reach 0.45 V with the photo-responsive time just 0.6 s. Furthermore, MoSe2 thin film exhibits superior catalytic activity in the hydrogen evolution reaction (HER). It has a greater cathode current at more positive potential compared to other MoSe2 and MoS2, and the efficiency of H-2 evolution is strongly influenced by illumination; this suggests that MoSe2 composite film has good photoelectrocatalysis properties for hydrogen evolution. Besides, both dark and illumination MoSe2 films exhibit extremely high stability in acidic solution as the HER catalytic activity shows no degradation after 100 cycles for two hours. All results indicate that MoSe2-rGO/PI composite film has potential to be a better catalyst for HER.