Metal selenides, such as NiSe2, have exhibited great potentials as multifunctional materials for energy storage and conversation. However, the utilization of pure NiSe2 as electrode materials is limited by its poor cycling stability, low electrical conductivity, and insufficient electrochemically active sites. To remedy these defects, herein, a novel NiSe2/Ti3C2Tx hybrid with strong interfacial interaction and electrical properties is fabricated, by wrapping NiSe2 octahedral crystal with ultrathin Ti3C2Tx MXene nanosheet. The NiSe2/Ti3C2Tx hybrid exhibits excellent electrochemical performance, with a high specific capacitance of 531.2 F g−1 at 1 A g−1 for supercapacitor, low overpotential of 200 mV at 10 mA g−1, and small Tafel slope of 37.7 mV dec−1 for hydrogen evolution reaction (HER). Furthermore, greater cycling stabilities for NiSe2/Ti3C2Tx hybrid in both supercapacitor and HER have also been achieved. These significant improvements compared with unmodified NiSe2 should be owing to the strong interfacial interaction between NiSe2 octahedral crystal and Ti3C2Tx MXene, which provides enhanced conductivity, fast charge transfer as well as abundant active sites, and highlight the promising potentials in combinations of MXene with metal selenides for multifunctional applications such as energy storage and conversion.