Ultrathin MoSe2/graphene hybrids have been successfully synthesized through a facile ionic liquid-assisted hydrothermal approach. The resultant hybrids are characterized by X-ray diffraction (XRD), field emission scanning electron microscopy (SEM) and high-resolution transmission electron microscopy (HRTEM). It is revealed that the MoSe2 nanosheets in the hybrids exhibit a graphene-like few-layered structural characteristic of 2–3 layers and are well dispersed and anchored on the large flexible graphene sheets. When evaluated as an anode for LIBs, the obtained MoSe2/graphene hybrid electrode demonstrates preferable electrochemical performances with high reversible lithium-storage capacity of ∼1100 mAh g−1, superior cyclic stability and excellent rate capability. The extraordinary electrochemical properties can be ascribed to the novel hybrid structures composed of ultrathin few-layered MoSe2 nanosheets and highly conductive graphene as well as the resultant maximized synergistic effect between MoSe2 and graphene.