Much research has been done on reliable and low-cost electrocatalysts for hydrogen generation by water splitting. In this study, we synthesized thin films of silver selenide (Ag2Se) using a simple thermal evaporation route and demonstrated their electrocatalytic hydrogen evolution reaction (HER) activity. The Ag2Se catalysts show improved electrochemical surface area and good HER electrocatalytic behavior (367 mV overpotential @ 10 mA·cm−2, exchange current density: ~1.02 × 10−3 mA·cm−2, and Tafel slope: 53 mV·dec−1) in an acidic medium). The reliability was checked in 0.5 M sulfuric acid over 20 h. Our first-principles calculations show the optimal energy of hydrogen adsorption, which is consistent with experimental results. The works could be further extended for finding a new catalyst by associating the selenide, sulfide or telluride-based materials without complex catalyst synthesis procedures.