MoSe2 as a cost‐effective cocatalyst is of huge interest for photocatalytic water splitting. However, the H2‐production activity of the bulk MoSe2 is still unsatisfactory because its interfacial H2‐generation rate is dominantly hindered by its insufficient and low‐efficiency Se sites. Herein, Se‐rich amorphous MoSex nanodots (a‐MoSex) as a novel H2‐evolution cocatalyst are fabricated onto TiO2 via a lactic acid‐induced hydrolysis pathway. The as‐synthesized a‐MoSex cocatalyst displays an ultrasmall and amorphous structure, especially Se‐rich property, which distinctly maximizes the number of active Se sites and optimizes H2‐production efficiency of Se atoms. Ultimately, the optimized a‐MoSex/TiO2(1 mL) photocatalyst delivers a superior H2‐evolution rate of 86.28 μmol h−1, which is about 76.4‐ and 2.5‐fold of the pure TiO2 and the crystalline MoSe2 modified‐TiO2 samples, respectively. Combined with the experimental investigations and density functional theory (DFT) calculations, the Se‐rich amorphous MoSex nanodots can not only effectively promote the photoexcited charge separation, but also achieve the simultaneous optimization of the number and H2‐evolution efficiency of active Se sites, thus actually improving photocatalytic H2‐production activity of TiO2. This work offers a new paradigm to simultaneously optimizing the number and efficiency of active Se sites for interfacial H2 evolution, which delivers an inspiration on constructing highly efficient cocatalysts for solar‐energy conversion.