Interface engineering is a valuable method for designing high-efficiency photocatalysts. Herein, to improve the full-spectrum-response of molybdenum diselenide (MoSe2), hierarchical N-doped carbon nanofibers (H-N-CNFs) were used as heterostructural supports to promote their interface charge transfer and improve their charge separation. The H-N-CNF/MoSe2 heterojunctions presented a photocatalytic performance that was much better than that of the CNF/MoSe2 heterojunctions and MoSe2 for the degradation of different polluants under full-spectrum irradiation. The band bending of the heterojunction was studied by XPS analysis, and the nitrogen-doping effects on their conductivity were investigated by the electrochemical impedance spectra. Photocurrent measurements and electron spin resonance data confirmed their improved charge separation and the enhanced ability for generating active species of center dot O-2(-) and center dot OH. Furthermore, the H-N-CNF/MoSe2 heterojunctions with unique self-supporting structure can easily be reused. The work provides new insights on developing a high-efficiency full-spectrum-response photocatalyst via proper interface design.