Herein, we report the synthesis of CoS2 nanoparticles embedded in the hollow polyhedron of N‐doped carbon nanotubes (CoS2‐NCNHP), which showed improved electrocatalytic performance for hydrogen evolution reaction (HER) due to the strong synergy effect and the peculiar hollow polyhedral structure. It only needs 158 and 192 mV vs. RHE to arrive the current density to 10 mA·cm‐2 in 0.5 M H2SO4 and 1 M KOH, and the activity can be kept for at least of 24 h with negligible loss. Density Functional Theory (DFT) calculations suggest more electrons with quickly round‐trip transferred rate in CoS2‐NCNHP can undergo the HER process, CoS2‐NCNHP surface showed an optimal interaction with H*, and greatly accelerated the dissociation of H2O molecules. Moreover, CoS2‐NCNHP worked as cathode sulfur host material for aluminum‐sulfur (Al‐S) batteries, it exhibits a remarkable increase in the discharge specific capacity, the specific discharge capacity of the battery in the first circle is 515.46 mA h·g‐1 at 1 A·g‐1, and the specific discharge capacity can still be maintained at 110 mAh·g‐1 after 100 cycles, along with a notable reduction in battery polarization owning to the hollow structure enhanced sulfur utilization.