The development of layered molybdenum chalcogenides with largely exposed active sites is receiving intense interest because of their potential applications in energy storage and catalysis. Here, we report a strategy for the synthesis of hierarchical MoSe2 and S-doped MoSe2-x nanostructures resulting from the assembly of nanosheets. The incorporation of S exposes a large quantity of the active edge sites as well as abundant unsaturated sites. For example, the hierarchical S-doped MoSe2-x nanotubes show a high reversible capacity and excellent cycling performance as an anode material for lithium-ion batteries (LIB). In addition, the synthesized S-doped MoSe2-x nanosheets exhibit excellent catalytic activity and superior stability for the hydrogen evolution reaction (HER) in acidic medium. The excellent performance of S-doped MoSe2-x nanosheets has been attributed to the synergistic effect of the high density of active sites as well as the enhanced conductivity.