The coordination of the electronic structure and charge transfer through heteroatomic doping and sulfur vacancies is one of the most vital strategies for enhancing the electrocatalytic performance of the oxygen and hydrogen evolution reactions (OER, HER) through water splitting. Se-doped CuCo2S4 nanosheets (CuCo2S3.68Se0.32) with abundant sulfur vacancies were synthesized via a simple hydrothermal method to achieve remarkably efficient electrocatalytic water splitting. Importantly, incorporating Se in three-dimensional nanosheet structures effectively fine-tunes the electronic structure, ensuring ample accessibility of active sites for swift charge carrier transfer and improved reaction kinetics. The optimized CuCo2S3.68Se0.32 offers substantially high electrocatalytic activity with overpotentials of 65 and 230 mV at the current density of 10 mA cm-2 for HER and OER, respectively, which is comparable to commercial catalysts. Combining Se-doping and rich sulfur vacancies facilitates fast charge transport, thus significantly boosting the electrocatalytic activity. Furthermore, utilizing CuCo2S3.68Se0.32 as both the cathode and anode, a two-electrode electrolyser exhibits remarkable performance. It achieves a low voltage of 1.52 V at 10 mA cm-2 and demonstrates exceptional durability over time. This study investigates the significance of doping and vacancies in enhancing electrocatalytic activity for water splitting.