Clay‐based materials are an emerging family of earth‐abundant and low‐cost inorganic functional materials with an engineeringable layered‐structure mode similar to hydroxides. They are considered as competitive electrocatalysts for water splitting due to their variable intra‐layer ions, exchangeable interlayer molecules/ions, and large reaction surfaces, which demonstrate fascinating engineering opportunities at the microscale, mesoscale and macroscale levels. We systematically summarized the research progress of clay‐based materials by classifying clay‐like compounds, clay‐based composites, and clay‐based derivatives, from the viewpoint of structural geometries towards optimizing functionalities. The design strategies for regulating and optimizing clay‐based materials to meet the requirements of electrocatalysts with excellent activity and stability were outlined through representative examples. In addition, the hydrogen production applications of these clay‐based materials were discussed reasonably including recent advances. Finally, the future perspectives of clay‐based materials for electrocatalytic water splitting are demonstrated.