Hydrogen as an environmentally friendly energy carrier, has many significant advantages, such as cleanliness, recyclability, and high calorific value of combustion, which makes it one of the major potential sources of energy supply in the future. Hydrogen evolution reaction (HER) is an important strategy to cope with the global energy shortage and environmental degradation, and given the large cost involved in HER, it is crucial to screen and develop stable and efficient catalysts. Compared with the traditional catalyst development model, the rapid development of data science and technology, especially machine learning technology, has shown great potential in the field of catalyst development in recent years. Among them, the research method of combining high-throughput computing and machine learning has received extensive attention in the field of materials science. Therefore, this paper provides a review of the recent research on combining high-throughput computing with machine learning to guide the development of HER electrocatalysts, covering the application of machine learning in constructing prediction models and extracting key features of catalytic activity. The future challenges and development directions of this field are also prospected, aiming to provide useful references and lessons for related research.