Exploring high-efficient, earth-abundant and stable electrocatalyst for oxygen evolution reaction (OER) is of vital importance for large-scale implementation of energy converting and storing. Thus, we fabricated a free-standing hierarchical heterostructure electrode of Ni0.85Se@CoFe LDH/NF via a rational combination of hydrothermal, selenization and electrodeposition process, among which the ultrathin CoFe LDH nanosheets intimately assembled onto the vertical aligned Ni0.85Se nanosheets supported on Ni foam. The constructed core-shell nanosheet arrays hold the plentiful hetero-interfaces and intimate interactions through metal-oxygen bonds between two individuals, which guarantee the fast OER kinetic processes. Additionally, CoFe LDH with crystalline/amorphous hybrid structure favors providing more reaction sites. Remarkably, the optimal Ni0.85Se@CoFe LDH/NF binary composites possess outstanding OER activity with a low overpotential of ∼223 and 280 mV at 10 mA cm−2 and 100 mA cm−2 in alkaline solution as well as good durability. This research offers an alternative approach for improving electrocatalytic water splitting through constructing 3D hierarchical heterostructures.