Hetero-structure induced high performance catalyst for oxygen evolution reaction (OER) in the water splitting reaction has received increased attention. Herein, we demonstrated a novel catalyst system of NiSe₂-CoSe₂ consisting of nanorods and nanoparticles for the efficient OER in the alkaline electrolyte. This catalyst system can be easily fabricated via a low-temperature selenization of the solvothermal synthesized NiCo(OH)_x precursor and the unique morphology of hybrid nanorods and nanoparticles was found by the electron microscopy analysis. The high valence state of the metal species was indicated by X-ray photoelectron spectroscopy study and a strong electronic effect was found in the NiSe₂-CoSe₂ catalyst system compared to their counterparts. As a result, NiSe₂-CoSe₂ exhibited high catalytic performance with a low overpotential of 250 mV to reach 10 mA·cm^-2 for OER in the alkaline solution. Furthermore, high catalytic stability and catalytic kinetics were also observed. The superior performance can be attributed to the high valence states of Ni and Co and their strong synergetic coupling effect between the nanorods and nanoparticles, which could accelerate the charge transfer and offer abundant electrocatalytic active sites. The current work offers an efficient hetero-structure catalyst system for OER, and the results are helpful for the catalysis understanding.