Transition metal sulfides (TMSs) are promising electrocatalysts for boosting oxygen evolution reaction (OER) but their poor stability hinders the practical applications. Herein, a mesoporous CoS/MoS₂ polyhedron is synthesized for in situ embedded with CeO₂ nanoparticles (denoted as CeO₂@CoS/MoS₂). Electrochemical experimental results indicate that dispersion of a proper amount of CeO₂ (20 wt%) cocatalyst on the interface of CoS/MoS₂ has activated abundant Co/Mo sites and induced oxygen vacancies/defects to boost the OER activity. 20%CeO₂@CoS/MoS₂ displays excellent OER electrocatalytic performance in alkaline with an overpotential of 247 mV to reach the current density of 10 mA cm^-2 and a Tafel slope of 64 mV dec^-1. More importantly, the embedded CeO₂ particles have effectively prevented the binary metal sulfide from corrosion through Ce³⁺/Ce⁴⁺ switching, thus enhancing its stability and displaying a 12-hours continuous OER electrocatalysis at 10 mA cm^-2. Our result represents one of rare examples by assembling cocatalyst within mesoporous hetero-structural binary sulfides to improve the electrocatalytic performance for OER.