Transition metal diselenides are promising electrocatalysts for hydrogen evolution and therefore different approaches have been proposed to enhance their catalytic activity. Herein, we describe systematic studies of the dependence of transition-metal doping on the catalytic activity of NiSe₂ by first principles calculations, where Fe is demonstrated to be the best candidate element to tune the electrocatalytic activity of NiSe₂ with lower ΔG_H* values and increased electrical conductivity. To provide further experimental evidence, Fe-doped NiSe₂ porous nanosheets grown on carbon cloth are successfully developed. These nanosheets show significantly improved efficiency for hydrogen evolution reactions compared to their un-doped counterpart. The optimized Ni_0.8Fe_0.2Se₂ electrocatalyst gives rise to a current density of 10 mA·cm^-2 at a very low overpotential of 64 mV with outstanding long-term stability. The present strategy of doping NiSe₂ -based electrocatalysts with transition metals paves a new pathway for the design and synthesis of electrocatalysts for large-scale electrochemical energy applications.