Core-shell　structured　nanocomposites　based　on　transition　metal　selenides　have　a　broad　development　prospect　as　Pt-free　electrocatalyst　in　energy　conversion　due　to　large　surface　area,　rich　edge　sites,　as　well　as　synergistic　interactions　between　the　core　and　shell.　Herein,　the　preparation　of　core-shell　structured　transition　metal　selenides　nanospheres　was　achieved　through　a　facile　wrapping　process　using　zeolitic　imidazolate　framework　(ZIF-67)　as　the　cobalt　source,　which　assembled　on　glycerol　precursor　nanospheres.　After　a　selenization　treatment,　this　formed　core-shell　structure　had　a　Ni-MoSex　inner　core,　supporting　the　CoSe2　outer　shell　(denoted　as　Ni-MoSex@CoSe2　CSNs).　And　the　resultant　Ni-MoSex@CoSe2　CSNs　not　only　had　a　large　number　of　active　sites,　but　also　was　good　for　adsorbing/transferring　iodine　and　hydrogen　ions.　Therefore,　Ni-MoSex@CoSe2　delivered　superior　performance　in　dye-sensitized　solar　cells　(DSSCs)　and　alkaline　hydrogen　evolution　reactions　(HERs).　DSSCs　based　on　Ni-MoSex@CoSe2　CSNs　performed　an　outstanding　power　conversion　efficiency　(PCE)　of　9.58%　which　was　much　higher　than　that　of　Pt　(8.32%).　A　lower　onset　potential　of　37.5　mV　and　a　smaller　Tafel　slope　of　68.9　mV　dec(-1)　were　achieved　by　Ni-MoSex@CoSe2　as　electrocatalysts　for　HER　in　1.0　M　KOH.　This　work　affords　a　new　idea　for　the　design　of　cut-price　core-shell　nanomaterials　with　high　efficiency　and　can　be　extended　to　the　synthesis　of　other　electrocatalysts　substituting　Pt-based　catalysts.