Gas-involved electrocatalysts for the hydrogen evolution reaction, oxygen evolution reaction, and oxygen reduction reaction are crucial for many clean and effective energy technologies. The interface chemistry of electrocatalysts plays an important role in the optimization of their catalytic activity and stability. However, these gas-involved reactions exhibit sluggish kinetics and complex reactions at triple-phase interfaces. Thus, interface engineering at multiscale levels plays a decisive role. Binderfree electrocatalysts have gained increasing popularity, owing to their enhanced electron transfer and improved mass diffusion. This Review summarizes the influence of binder-free electrocatalysts with optimized interfaces and emphasizes three key interfaces, including the electrocatalyst/substrate interface, the inner interface of the electrocatalyst, and the electrocatalyst/electrolyte/gas interface, which are integral to determining the properties of gas-involved electrocatalysts, including the electrical conductivity, intrinsic catalytic activity, and mass transfer behavior. Finally, prospects and future challenges for the further development of binder-free electrocatalysts are discussed.