The electrocatalytic performance of single‐site catalysts (SSCs) is closely correlated with the electronic structure of metal atoms. Herein we construct a series of Pt SSCs on undoped and heteroatom‐doped hierarchical carbon nanocages, which exhibit increasing hydrogen evolution reaction (HER) activities along S‐, P‐, C‐ and N‐coordinated Pt SSCs. Theoretical simulation indicates a multi‐H‐atom adsorption process on Pt SSCs due to the low coordination, and a new descriptor, i.e., ΔGH(4) (the adsorption energy of the 4th H), is figured out to evaluate the HER activities. Relative to C‐ coordinated Pt, N‐coordinated Pt has higher reactivity due to the electron transfer of N‐to‐Pt, which enriches the density of states of Pt 5d orbital near the Fermi level and facilitates the capturing of protons, just the opposite to the situations for P‐ and S‐coordinated ones. The stable N‐coordinated Pt originates from the kinetic stability throughout the multi‐H‐atom adsorption process. The experimental progress and theoretical understanding in this study provides a deep insight into the correlation of heteroatom coordination and hydrogen evolution, which is significant for the rational design of advanced Pt SSCs on carbon‐based supports.