The development of graphene has readily accelerated the research progress on 2D materials. As a representative 2D family, transition metal dichalcogenides are widely used in the realms of energy storage and conversion. In particular, molybdenum diselenide (MoSe2) has captured widespread interests owing to its unique physical and chemical properties and remarkable potential in energy applications. Nevertheless, typically, the electrochemical property of pristine MoSe2 does not meet the expectations, which necessitates the exploration and applications of proper modification strategies to achieve its full potential. Herein, several state‐of‐the‐art molecular engineering strategies are summarized, and their energy‐oriented applications are described. Furthermore, insightful information on the significance of molecular engineering methods in improving the electrochemical properties of MoSe2 and perspectives on the future developments of MoSe2 are presented. It is anticipated that the research community can use the information in this review to improve the electrochemical properties of MoSe2 targeting practical application scenarios.