MoSe₂ was deposited by electrochemical reduction method on TiO₂ nanotube arrays which were prepared by anodic oxidation in ethylene glycol electrolyte, in which sodium molybdate and seleninic acid were used as raw materials. The composites were characterized by X-ray diffraction and scanning electron microscope, and I-V plot and electrochemical impedance spectroscopy were measured by electrochemical workstation. The results show that a p-n heterojunction is formed between molybdenum diselenide and titanium dioxide, which can reduce the combination of photo-generated electron-hole pairs and charge transfer resistance, and can increase its carrier concentration and light response current density. The composite deposited at -0.5 V in the electrolyte containg 2 mmol/L seleninic acid for 30 s exhibits optimum photo-electrochemical performance after 300 ℃ heat treatment, with a high photocurrent density of 1.17 mA/cm ² without bias, which is approximately three times higher than that of blank sample. And the charge transfer resistance decreased from 331.6 Ω/cm ² to 283.9 Ω/cm ². Selenide molybdenum agglomerates seriously to block the TiO₂ nanotube once heat treatment over 330 ℃, resulting in a lower performance.