The invention discloses a MoS2/Ni3Se2 composite hydrogen evolution electrocatalyst with a substrate protection function and a preparation method thereof. The electrocatalyst comprises an MoS2 membranelayer deposited on a foam metal substrate and a Ni3Se2 nano wire growing on the MoS2 membrane layer; the MoS2 membrane layer comprises ammonium tetrathiomolybdate and dimethylformamide; and the Ni3Se2 nano wire comprises ethidene diamine, selenium powder and nickel powder. The preparation method of the electrocatalyst comprises the following steps of pre-treatment of the substrate; coating the substrate with the MoS2 membrane layer; and growing the Ni3Se2 nano wire on the MoS2 membrane layer. The electrocatalyst can improve the electrocatalysis hydrogen production efficiency while improving the acid environment stability of the substrate. The preparation method is simple, the raw materials are cheap, and the industrialized production is easy.