Heterostructured CoP nanoarray/MoO₂ films on Mo foil (CoP–MoO₂/MF) were synthesized through a low-temperature phosphorization process using pre-oxidized MF supported cobalt hydroxide-carbonate nanoneedles as the precursor. Such a CoP–MoO₂/MF heterostructure exhibits superior HER performance with low overpotentials of 42 mV (alkaline) and 65 mV (acid) to achieve a current density of 10 mA cm⁻², robust stability, large exchange current density and high turnover frequency. The experimental characterization and DFT calculations reveal that the presence of MoO₂ leads to an inherent ability to adsorb water and cleave H–O bonds, favoring hydrogen transfer to accelerate the Volmer step. Heterointerfacial charge redistribution provides optimal hydrogen adsorption ability on adjacent P sites to boost the Heyrovsky step and, as a result, the hydrogen adsorption free energy (ΔG_H*) can be reduced from 0.08 eV on CoP (011) and −0.78 eV on MoO₂ (011) to 0.02 eV on the heterointerface of CoP–MoO₂, which significantly improves the HER activity and accelerates the catalytic kinetics. This work highlights the roles of the heterointerface in electrocatalysis and provides an avenue to design electrocatalysts.