High entropy perovskite oxide (HEPO) has proved to be one of the most promising candidates in the exploration of non-precious oxygen evolution reaction (OER) catalysts. Herein, we report a chemical bath deposition method for decorating NiFeOOH on lanthanide-based high entropy perovskite oxide (La-HEO) to form a rational core–shell heterostructure through direct atomic-scale contact to further enhance the OER activity of HEPO. Compared with La-HEO and NiFeOOH, the resulting La-HEO@NiFeOOH showed excellent OER performance, requiring an overpotential of 262 mV (10 mA cm−2) and a Tafel slope of 38 mV dec−1, which owes much to the accelerated charge transfer and the optimized adsorption energy of reaction intermediates caused by synergistic effects. Meanwhile, the water splitting electrolyzer demanded a current density of 10 mA cm−2 at 1.574 V for La-HEO@NiFeOOH(1:3)||Pt/C, which is lower than that of La-HEO||Pt/C. This study illustrates the effectiveness of interface engineering to boost the OER performance of HEPO, and reveals the potential of La-HEO@NiFeOOH as a promising OER electrocatalyst.