The large-scale applications of lithium-selenium (Li-Se) batteries have not been realized due to the dissolution of high-order polyselenides in electrolytes as well as the sluggish kinetics of low-order polyselenides. To solve these problems, we systematically investigated the electrocatalysis and anchoring properties of two-dimensional transition metal boride (MBene) as cathode material for the enhanced electrochemical performance of Li-Se batteries via first principles calculations based on Density Functional Theory (DFT). Our results reveal that O/F-functionalized Mo2B2 MBenes exhibit suitable binding strength, which maintains the structure of polyselenides and effectively inhibits the shuttle effect. Meanwhile, Mo2B2O2 and Mo2B2F2 MBenes exhibit remarkable electronic conductivity even after the binding of Li2Se, facilitating the redox electrochemistry in Li-Se batteries. Further results indicate excellent electrocatalysis activity for Li-Se batteries with ultra-low kinetic energy barriers, including the diffusion and decomposition of Li2Se, which can improve the coulomb efficiency and capability of Li-Se batteries. We suppose that Mo2B2O2 and Mo2B2F2 MBenes can be regarded as promising anchoring and catalytic materials in Li-Se batteries, and our discovery will provide a novel strategy to design high-efficient cathode of Li-Se batteries.