Hydrogen (H2), produced by water electrolysis with the electricity from renewable sources, is an ideal energy carrier for achieving a carbon‐neutral and sustainable society. Hydrogen evolution reaction (HER) is the cathodic half‐reaction of water electrolysis, which requires active and robust electrocatalysts to reduce the energy consumption for H2 generation. Despite numerous electrocatalysts have been reported by the academia for HER, most of them were only tested under relatively small current densities for a short period, which cannot meet the requirements for industrial water electrolysis. To bridge the gap between academia and industry, it is crucial to develop highly active HER electrocatalysts which can operate at large current densities for a long time. In this review, the mechanisms of HER in acidic and alkaline electrolytes are firstly introduced. Then, design strategies towards high‐performance large‐current‐density HER electrocatalysts from five aspects including number of active sites, intrinsic activity of each site, charge transfer, mass transfer, and stability are discussed via featured examples. Finally, our own insights about the challenges and future opportunities in this emerging field are presented.