We successfully developed a simple electrophoretic deposition (EPD) method to decorate the MoSe2 nanosheets on the carbon fiber surface of carbon cloth (MoSe2/CC). With this process, MoSe2 nanosheets can be uniformly and tightly deposited on this flexible conductor to form a 3D binder-free electrode for hydrogen evolution reaction (HER). The film thickness can also be controlled by the EPD time. Directly used as binder-free electrodes for hydrogen evolution reaction, the as-prepared 3D MoSe2/CC samples exhibit excellent catalytic activity in an acidic electrolyte (21 mA/cm2 at an over-potential of 250 mV). Variation of MoSe2 nanosheets film thickness in the electrodes could affect the catalytic activity, and it was found that the MoSe2/CC sample prepared with 60 min EPD time shows the highest HER activity amongst these different thickness samples. Moreover, stability tests though long-term potential cycles (no degradation after 1000 continuous potential cycles) and extended electrolysis confirm the exceptional durability of the catalyst. This development offers us an attractive and active 3D electrode for electrochemical water splitting.