Metal/MXene‐based materials show broad prospects in energy conversation through the strong metal‐support interaction (SMSI). However, the difficulty and harshness of synthesis heavily limit their further application. Herein, using Lewis acidic molten salt to etch MAX as a precursor of MXene, a more convenient and safer strategy is designed to in situ construct the MXene‐supported CoIr nanoalloy (CoIr/MXene) catalyst through Ti─O─M bond. The special layered structure and oxygen‐containing functional group of MXene regulate the SMSI upon CoIr nanoalloys. Moreover, the contact angle and in situ Raman test results exhibit good interface hydrophilicity of MXene, enhancing the water adsorption on interfaces, and accelerating the mass transfer process. As a result, CoIr/MXene shows high hydrogen evolution reaction (HER) performance, which only needs overpotentials of 34 and 50 mV to drive a current density of 10 mA cm−2 in alkaline and acidic media, respectively, with excellent stability. Especially, in alkaline media, CoIr/MXene possesses 6 times higher HER mass activity (4.297 A mgIr−1) than commercial Pt/C catalysts (0.686 A mgPt−1) at the potential of 50 mV, indicating larger active site density and intrinsic activity for CoIr/MXene. This work expands the application of the molten salt assist etching strategy and provides new insight for the development of metal/MXene‐based catalysts.