Hydrogen evolution reaction (HER) from water splitting using renewable energy provides a promising solution to the global energy crisis and environmental problems. However, the lack of in‐depth understanding of the reaction mechanism and clear identification of the catalytic active site has hindered the further development of low‐cost, high‐performance, and long‐life efficient electrocatalysts. Through in situ characterization techniques, the activity and stability of catalysts can be monitored in real‐time, track the structural evolution of catalytic reaction intermediates, and obtain a deep understanding of catalytic reaction mechanism, so as to feedback and guide the development and utilization of the catalyst. In this review, advanced development of in situ characterization techniques in electrocatalytic HER in recent years is summarized. In situ spectroscopy can be used to track the behavior of reaction intermediates such as adsorption, desorption, and structural evolution at the molecular level to reveal the electrocatalytic HER mechanism. The imaging techniques can be used to observe the evolution of material structure during HER in situ, which provides valuable information for the understanding of visualization of catalytic hydrogen evolution at atomic level. This review contributes to theadvanced development of in situ characterization technique for electrocatalytic HER.