In the present work, we investigated the thermally-driven H incorporation in HfO2 films deposited on Si and Ge substrates. Two regimes for deuterium (D) uptake were identified, attributed to D bonded near the HfO2/substrate interface region (at 300 °C) and through the whole HfO2 layer (400–600 °C). Films deposited on Si presented higher D amounts for all investigated temperatures, as well as, a higher resistance for D desorption. Moreover, HfO2 films underwent structural changes during annealings, influencing D incorporation. The semiconductor substrate plays a key role in this process.