Developing hydrogen evolution reaction (HER) electrocatalysts with high activity in both acidic and alkaline media is of great significance for adapting to diverse electrolytic environments. In this study, MoSe₂ and Ni₃Se₄ nanosheets were successfully composited on high-entropy M₄C₃T_x MXene (M = Ti, V, Mo, Nb, Ta) via a hydrothermal method, constructing a novel heterostructured catalyst. This design leverages the excellent conductivity and multielement synergistic effect of high-entropy MXenes, which not only facilitates electron transport but also provides a robust platform for the uniform distribution of MoSe₂ and Ni₃Se₄ nanosheets, thereby exposing abundant active sites. Electrochemical tests indicate that the catalyst exhibits excellent HER performance in both 0.5 M H₂SO₄ and 1.0 M KOH electrolytes. Specifically, under acidic conditions, MoSe₂/Ni₃Se₄/M₄C₃T_x shows an overpotential of only 67 mV at a current density of 10 mA·cm⁻² with a Tafel slope of 68.7 mV·dec⁻¹, while under alkaline conditions, the overpotential at 10 mA·cm⁻² is 73 mV with a Tafel slope of 77.8 mV·dec⁻¹. Moreover, the catalyst demonstrates excellent long-term stability in both acidic and alkaline media. This work provides a new strategy for designing efficient and stable HER catalysts suitable for harsh acid–base environments.