Atomically thin nanomaterials have attracted tremendous research interest in the field of electrocatalysis as they expose a large fraction of surface atoms for the reaction. Previous works, however, have mainly focused on engineering surface electronic properties, which undoubtedly activates their inherent catalytic power, but is not representative when it comes to practical applications. In this work, we successfully control the assembled structure of atomically thin CoSe2 nanomaterials for water oxidation catalysis. The results show that the large nanobelt structure exhibits a low overpotential of 362.5 mV at 10 mA cm−2, a high current density of 34.2 mA cm−2 at 400 mV, a small Tafel slope of 57.6 mV dec−1, and excellent catalytic stability, significantly outperforming other assembled structures and previously reported results. The electrode constructed from large nanobelts possesses a porous structure with highly accessible channels that allows facile electrolyte diffusion and efficient mass transfer. In addition, the large nanobelts have better electronic contact with the current collector, which facilitates the charge transport and mass conversion processes. The manipulation of the assembled structure provides a new approach to the design of highly efficient catalysts for various reactions.