Li2Se–Sb2Se3 nanocomposites with a highly heterogeneous mixture have been fabricated by reactive pulsed laser deposition method. The electrochemical properties of the as-deposited Li2Se–Sb2Se3 thin film during the first charging and discharging have been investigated by the galvanostatic cycling and cyclic voltammetry measurements for the first time. By using ex situ X-ray diffraction (XRD), X-ray photoelectron spectra (XPS), scanning electron microscopy (SEM), high-resolution transmission electron microscopy (HRTEM), and selected-area electron diffraction (SAED) measurements, the decomposition of Li2Se driven by Sb2Se3 under the electrochemical potential is revealed. In the first cycle, the oxidation peaks at 2.5V and 3.2V and the reduction peaks at 2.0V can be attributed to the decomposition and formation of Li2Se with the conversion reaction of Sb2Se3 into Sb2Se5. Our findings demonstrate that nanocomposite Li2Se–Sb2Se3 can possess very high electrochemical activity. These results present a special case of solid-state heterogeneous electrochemistry with both nanostructured binary materials.