Inexpensive graphite substrate is applied to grow WSe2 nanofilms for catalytic application in the hydrogen evolution reaction. W nanofilms with a thickness of about 10 nm were deposited onto the graphite substrate by direct-current magnetron sputtering. The graphite with 10 nm W nanofilms was rapidly selenized at 600 °C in horizontal tube furnace to form WSe2 nanofilms. Scanning electron microscopy, Raman spectroscopy, high-resolution transmission electron microscopy, and X-ray photoelectron spectroscopy indicated that graphite surface was covered by nano-sized vertically aligned WSe2 platelets. The effects of the N2 pressure in the selenization process on the HER performance have been studied in details. Turning of the selenization parameters can optimize the HER performance of the WSe2 nanofilms, which has been evaluated via linear sweep voltammetry and Tafel slope. WSe2 nanofilms prepared at the highest N2 pressure of 0.08 MPa behave optimal performance. The current density reaches 10 mA cm−2 at an over potential around −189 mV vs reversible hydrogen electrode and corresponding Tafel slopes is ∼72 mV dec−1. WSe2 nanofilms electrodes exhibit high stability in acidic solution which shows no degradation after 10000 continuous cycles. Thus, WSe2 nanofilms exhibit superior electrocatalytic performance which is much better than those recently reported grown on carbon paper substrate and W foil.