The hydrogen spillover mechanism of metal‐supported electrocatalyst can significantly improve HER activity. However, the rational design of binary heterojunction hydrogen spillover electrocatalysts remains a challenge. Here, a NiSe2‐Ni5P4 heterojunction electrocatalyst with superaerophobic structure is synthesized by using a simple substrate self‐derived strategy. Experimental characterization and theoretical calculation reveal the hydrogen spillover mechanism of NiSe2‐Ni5P4 heterogeneous electrocatalyst. NiSe2 and Ni5P4 synergistically promote the adsorption/dissociation of H2O and the adsorption of H*, respectively. The smaller ΔΦ effectively reduced the electron density at the interface, weakening the proton adsorption at the interface and promoting the migration of H* from NiSe2 to Ni5P4. The NiSe2‐Ni5P4 exhibits excellent HER activity in alkaline electrolyte, requiring only a potential of 65, 270 mV to achieve a current density of 10, 500 mA cm−2, respectively, and a stability of up to 200 h. Moreover, the design of NiSe2‐Ni5P4 with superaerophobic structure can reduce the deposition of impurity ions on the electrode surface and avoid Cl− corrosion of the electrode, which results in NiSe2‐Ni5P4 showing better HER activity and stability than commercial Pt/C in brackish water. This study deepens the understanding of hydrogen spillover mechanism of binary heterojunction electrocatalysts, broadens the application of hydrogen production in complex water quality.