Developing highly efficient and durable hydrogen evolution reaction (HER) electrocatalysts is crucial for addressing the energy and environmental challenges. Among the 2D-layered chalcogenides, MoSe2 possesses superior features for HER catalysis. The van der Waals attractions and high surface energy, however, stack the MoSe2 layers, resulting in a loss of edge active catalytic sites. In addition, MoSe2 suffers from low intrinsic conductivity and weak electrical contact with active sites. To overcome the issues, this work presents a novel approach, wherein the in situ incorporated diethylene glycol solvent into the interlayers of MoSe2 during synthesis when treated thermally in an inert atmosphere at 600 °C transformed into graphene (Gr). This widened the interlayer spacing of MoSe2, thereby exposing more HER active edge sites with high conductivity offered by the incorporated Gr. The resulting MoSe2-Gr composite exhibited a significantly enhanced HER catalytic activity compared to the pristine MoSe2 in an acidic medium and demonstrated a superior HER catalytic activity compared to the state-of-the-art Pt/C catalyst, particularly at a high current density beyond ca. 55 mA cm−2. Additionally, the MoSe2-Gr catalyst demonstrated long-term electrochemical stability during HER. This work, thus, presents a facile and novel approach for obtaining an efficient MoSe2 electrocatalyst applicable in green hydrogen production.