Exploiting highly active and low‐cost materials as pH‐universal electrocatalysts for the hydrogen evolution reaction (HER) and achieving high‐purity hydrogen fuel is highly desirable but remains challenging. Herein, a novel type of coupled heterostructure was designed by simple electrodeposition followed by a sulfurization treatment. This hierarchical structure was composed of nickel sulfides (NiS, NiS2, denoted as NiSx) and oxygen‐deficient tungsten oxide (WO2.9), which was directly grown on nickel foam (NF) as self‐supporting electrodes (NiSx‐WO2.9/NF) for HER over a wide pH range. The systematic experimental characterizations confirmed that the material had abundant catalytic active sites, fast interfacial electron transfer ability, and strong electronic interaction, resulting in the optimized reaction kinetics for HER. Consequently, the NiSx‐WO2.9/NF catalyst required low overpotentials of 96 and 117 mV to reach current densities of 50 and 100 mA cm−2 in an alkaline medium, outperforming most of the reported non‐noble metal‐based materials. Moreover, this self‐supported electrode exhibited impressive performance over a wide pH range, only requiring 220 and 304 mV overpotential at 100 mA cm−2 in 0.5 m H2SO4 and 1 m phosphate‐buffered saline electrolytes. This work may offer a new approach to the development of advanced pH‐universal electrodes for hydrogen production.