Highly active noble metal-free hydrogen evolution catalysts are critical for the development of more energy and cost-efficient hydrogen production. We report for the first time a novel nanosheet-assembled tube-like hierarchical MoSe2/CoSe2 microcage synthesized via a very simple and facile one-pot hydrothermal method for the electrocatalytic hydrogen evolution reaction (HER). The hierarchical structure of the MoSe2/CoSe2 microcage can be easily tuned by merely varying the Mo/Co ratio. Compared against pure MoSe2 and CoSe2 nano compounds synthesized by following the same procedure, the MoSe2/CoSe2 with an optimized composition shows a significantly enhanced HER activity, with a much lower onset of overpotential, larger cathodic current, and a smaller Tafel slope. The HER improvement is attributed to the increase in conductivity originating from the hierarchical tube-like structure, as well as by the nano defects induced by the Mo/Co synergic effect. This work opens a new class of nanomaterials for the development of an efficient hybrid HER catalyst.