Herein, the preparation of CoSe@NiSe2@MoS2 composites and the systematic investigation of their water splitting performance as a function of composition have been demonstrated. CoSe@NiSe2@MoS2-12 with the optimized composition exhibits a current density of 10 mA cm-2 at overpotentials of 81 and 170 mV for HER and OER in alkaline conditions, respectively. The overall water splitting device built using CoSe@NiSe2@MoS2-12 exhibited a low voltage of 1.48 V at 10 mA cm-2 due to the synergistic effects.