Developments of nanostructured transition metal dichalcogenides (TMDs) materials as novel electrocatalyst candidates for oxygen reduction reaction (ORR) is a new strategy to promote the developments of non-precious metal ORR catalysts. In this work, a three-dimensional (3D) hybrid of rosebud-like MoSe₂ nanostructures supported on reduced graphene oxide (rGO) nanosheets was successfully synthesized through a facile hydrothermal strategy. The prepared MoSe₂@rGO hybrid nanostructure showed enhanced electrocatalytic activity for the ORR in alkaline medium compared to that of the pure MoSe₂, rGO, and their simple physical mixture, which could benefit from the excellent oxygen adsorption ability of the abundantly exposed active edge sites of the ultrathin MoSe₂ layers, the conductivity and aggregation-limiting effect of the rGO platform, as well as the unique 3D rosebud-like architecture of the hybrid material. The electrocatalytic activity of the MoSe₂@rGO hybrid towards ORR was comparable to that of commercial Pt/C catalysts. And the promoted reaction was revealed to involve a nearly four-electron-dominated ORR process by analysis of the obtained Koutecky–Levich plots. The scanning electrochemical microscopy (SECM) technique, with the advantages of investigating of the local catalytic activity of samples with high spatial resolution and simultaneously evaluating activities of different catalysts in a single experiment, was further applied to investigate the local ORR electrocatalytic activity of MoSe₂@rGO and compare it with those of other catalyst samples through applying different sample potentials. The excellent stability and methanol tolerance of the 3D nanostructured MoSe₂@rGO hybrid against methanol further prove the 3D nanostructured MoSe₂@rGO hybrid as a promising ORR electrocatalyst in alkaline solution for potential applications in fuel cells and metal–air batteries.