At present, to boost the sluggish kinetic of the hydrogen evolution reaction (HER) and oxygen evolution reaction (OER), precious Pt and Ir/Ru-based electrocatalysts are usually employed and acknowledged as benchmark in practical application. [3,4] However, their high cost has been considered as an insurmountable barrier. [5] Therefore, numerous efforts have been undertaken to exploit alternative electrocatalysts with cost-effective and high efficiency. [6][7][8] Moreover, bifunctional electrocatalysts are especially important from the technological point of view owing to their facility for cell assembly and reduced manufacture cost accordingly. [9] Among the booming earth-abundant alternatives, including transition metalbased oxide, [10] nitrides, [11] phosphides, [12] and selenides, [13] transition metal phosphides (TMPs) have sparked considerable attention due to their metalloid characteristics and superior electrical conductivity, thus demonstrated as promising bifunctional electrocatalysts. [14] Various approaches have been proposed to enhance the electrocatalytic performance of TMPs from the aspects of incorporation of foreign metal sites or surface coating, for example the preparation of bimetallic phosphide, [15] Cu 3 P coated by a N,Pcodoped carbon shell, [16] and CoP/TiO x heterostructure, [17] etc. Moreover, rational design of a catalyst with favorable electronic and geometric structure is also of prerequisite towards the rapid electron transfer and mass transport. [18] From this perspective, 2D TMPs nanosheets can serve as one of the most prospective candidates owing to their high surface area-to-volume ratio, highly exposed active sites, large contact area with electrolyte. Benefitted from the reduced thickness of TMPs nanosheets, the low-coordinated sites on the catalysts' surface including steps, edges, and kinks will be favorable for electrocatalytic process. [19,20] Nevertheless, due to the shrinkage and fusion caused by stress and decomposition, nanosheets are prone to collapse and thus the impaired electrocatalytic activities limit their application. In this regard, rational design of hierarchical heterostructures based on 2D TMPs nanosheets is highly desirable.Prussian blue (PB) and PB analogues (PBA) formed by coordination interaction between cyanide ligands and metal ions Efficient and durable electrocatalysts are highly desirable for overall water splitting. Herein, a facile strategy is demonstrated to rationally construct CoFe Prussian blue analogues (PBA)@CoP cube-on-sheet hierarchical structure by etching reaction with intermediated CoO to form PBA nanocubes. Benefitting from the heterostructured engineering, the as-synthesized CoFe PBA@CoP presents remarkable electrocatalytic performance in 1.0 m KOH, only requiring overpotentials of 100 mV for hydrogen evolution reaction (HER) and 171 mV for oxygen evolution reaction (OER) to reach the 10 mA cm −2 current density with good stability. Extraordinarily enhanced electrocatalytic performance is ascribed to not only the rapid charge transfer ...