Reduced graphene oxide (RGO)/CoSe2 nanocomposites were synthesized by self-assembly of CoSe2/DETA (DETA: diethylenetriamine) onto the surface of graphene oxide (GO), followed by subsequent chemical reduction of GO during a hydrothermal process. The as-synthesized products were characterized by powder X-ray diffraction, energy dispersive X-ray spectroscopy, Raman spectra, scanning electron microscopy, and transmission electron microscopy. The morphology of the CoSe2 on the RGO nanosheets can be well controlled by adjusting the reaction time during the hydrothermal process. The catalytic activities of the RGO/CoSe2 nanocomposites were investigated for oxygen evolution reaction (OER) in alkaline conditions. It was found that the as-formed RGO/CoSe2 nanocomposites show higher catalytic activity compared with the unsupported CoSe2. In addition, the loading amounts and morphologies of CoSe2 on RGO sheets have a great influence on the catalytic performance of RGO/CoSe2. Our studies raise promising possibilities for designing effective OER electrocatalysts for energy conversion.