Climate change has been recognized as a threatening environmental problem around the world. CO2 is considered to be the main component of greenhouse gas. By using solar energy (light energy) as the energy source, photocatalytic conversion is one of the most effective technologies to reveal the clean utilization of CO2. Herein, using sodium tungstate, nickel nitrate, and selenium powder as the main raw materials, the high absorption and utilization of WSe2 for light energy and the high intrinsic conductivity of NiSe2 were combined by a hydrothermal method to prepare NiSe2/WSe2 and hydrazine hydrate as the reductant. Then, high-performance NiSe2/WSe2 photocatalytic material was prepared. The characterization results of XRD, XPS, SEM, specific surface area, and UV-visible spectroscopy show that the main diffraction peak of synthesized NiSe2/WSe2 is sharp, which basically coincides with the standard card. After doping NiSe2, the morphology of WSe2 was changed from a flake shape to smaller and more trivial crystal flakes, which demonstrates richer exposed edges and more active sites; the specific surface area increased from 3.01 m2 g−1 to 8.52 m2 g−1, and the band gap becomes wider, increasing from 1.66 eV to 1.68 eV. The results of a photocatalytic experiment show that when the prepared NiSe2/WSe2 catalyst is used to conduct photocatalytic reduction of CO2, the yield of CH3OH is significantly increased. After reaction for 10 h, the maximum yield could reach 3.80 mmol g−1, which presents great photocatalytic activity.