Herein, the construction of sp‐C–P‐Cu bridged graphdiyne (GDY)‐copper phosphides (CuxP) heterointerface structure is described by controlled growth of GDY on the surface of CuxP for efficient hydrogen evolution reaction (HER). The experimental results demonstrate that the newly formed sp‐C─P bonds at the interfaces between GDY and CuxP have the dual roles of promoting faster charge transfer and producing large numbers of new intrinsic active sites, which facilitates the activation and dissociation of H2O to produce H2 and greatly enhanced the intrinsic electrocatalytic activity. As expected, the as‐synthesized electrocatalyst exhibits excellent activity for hydrogen evolution reaction (HER) with overpotentials of 44 mV at 10 mA cm−2, which is smaller than that of pure CuxP and Cu foam electrocatalysts. These results correlate interface structure and HER activity and provide new insights into the design and synthesis of high‐performance electrocatalysts.