The invention relates to a molybdenum sulfide/molybdenum selenide composite material and preparation and application thereof. The molybdenum sulfide/molybdenum selenide composite material is formed by in-situ growth of a molybdenum selenide nanosheet on the surface of a molybdenum sulfide nanosheet, wherein the molybdenum selenide nanosheet vertically grows on the molybdenum sulfide nanosheet in a curly flake form. The preparation of the molybdenum sulfide/molybdenum selenide composite material comprises the steps of preparing a single-layer or few-layer molybdenum sulfide nanosheet through an ultrasonic-assisted stripping method; and then growing a few-layer molybdenum selenide nanosheet on the single-layer or few-layer molybdenum sulfide nanosheet in situ through a solvothermal method. The application is that the molybdenum sulfide/molybdenum selenide composite material is widely applied to the field of energy sources of a hydrogen-evolution catalyst, a lithium-ion battery, a super capacitor and the like. Through a simple preparation technology design, the few-layer molybdenum selenide nanosheet grows on the ultrasonically stripped single-layer or few-layer molybdenum sulfide nanosheet to obtain a heterostructure with hierarchical pores. The properties of conductivity, the catalytic property and the like are improved.