The use of two-dimensional (2D) layered metal-organic frameworks (MOFs) as self-sacrificial templates has been proven to be a successful method to create high-efficiency Selenium (Se)-containing electrocatalysts for overall water splitting. Herein, two strategies are then utilized to introduce Se element into the Co–Fe MOF, one being the etching of as-prepared MOF by SeO₂ solution, and the other, the replacing of SCN⁻ with SeCN⁻ as the construction unit. The electrochemical activity of the pristine 2D MOF and their calcinated derivatives for catalyzing the hydrogen evolution reaction (HER) and oxygen evolution reaction (OER) is evaluated and further discussed. It is found that the effect of introducing Se on improving electrochemical catalytic activity is significant for the HER process. Specifically, the calcinated derivative in the replacing method exhibits an overpotential of 235 mV for HER and 270 mV for OER at a current density of 10 mA/cm²_. For comparing the two methods of introducing Se element into MOF, similar electrocatalytic activity can be achieved on the their calcinated derivatives. The high electrochemical performance of 2D CoFe-MOF derivatives may be resulted from the unique 2D hierarchical porous structure and strong synergistic effect between different components in the material.