Developing non-noble metal-based electrocatalysts with excellent activity and stability for the hydrogen evolution reaction (HER) is crucial for the efficient electrolysis of water. Herein, self-supported three-dimensional (3D) P-doped NiSe/2H-MoSe nanorod arrays (denoted as P-NiSe/MoSe) were fabricated by a hydrothermal reaction and subsequent selenization and phosphorization processes. Benefiting from P doping, the synergistic effect of the heterostructures, and abundant active sites, the P-NiSe/MoSe electrocatalyst exhibits excellent alkaline HER performance, with only 43 mV required to achieve 10 mA cm with a Tafel slope of 93.1 mV dec, even remaining stable at 10 mA cm for 30 hours. In addition, theoretical calculations show that the formation of the heterostructure and P doping optimize the H atom adsorption energies and accelerate electron transport, thus improving its performance in the HER. This work offers a hopeful route for the development of low-cost and efficient electrocatalysts through the simultaneous application of heterostructure engineering and heteroatom doping as well as a 3D structure.