The activation of the inert transition metal dichalcogenides (TMDs) basal plane plays a key role to achieve high-performance TMDs-based electrocatalysts for hydrogen production. Recently, the introduction of chalcogen vacancy in TMDs lattice through post-treatments could optimize reaction coordinate free energy difference in hydrogen production, leading to improving hydrogen evolution reaction (HER) activity. In this work, Se vacancy density was modulated through hydrogen reactivity control during the chemical vapor deposition process and vacancy MoSe2 was synthesized by optimizing hydrogen concentration. The one-step synthesized vacancy-MoSe2 exhibited coalesced vacancy in the lattice structure, which resulted in enhanced overall HER electrocatalytic performance (improved onset potential, exceptionally low Tafel slope (33 mV dec-1)), one of the lowest values reported for TMDs to date in our knowledge. Computational analysis revealed that the coalesced vacancy in the MoSe2 lattice promoted Volmer-Tafel reaction by reducing the hydrogen adsorption free energy for Volmer reaction and hydrogen diffusion barrier to activate the Tafel reaction. Our results present a new perspective for developing high-performance TMDs-based electrocatalysts with simple processability, which can benefit the hydrogen production more viable.