Abstract Water splitting is considered as a pollution‐free and efficient solution to produce hydrogen energy. Low‐cost and efficient electrocatalysts for the hydrogen evolution reaction (HER) and the oxygen evolution reaction (OER) are needed. Recently, chemical vapor deposition is used as an effective approach to gain high‐quality MoS 2 nanosheets (NSs), which possess excellent performance for water splitting comparable to platinum. Herein, MoS 2 NSs grown vertically on FeNi substrates are obtained with in situ growth of Fe 5 Ni 4 S 8 (FNS) at the interface during the synthesis of MoS 2 . The synthesized MoS 2 /FNS/FeNi foam exhibits only 120 mV at 10 mA cm −2 for HER and exceptionally low overpotential of 204 mV to attain the same current density for OER. Density functional theory calculations further reveal that the constructed coupling interface between MoS 2 and FNS facilitates the absorption of H atoms and OH groups, consequently enhancing the performances of HER and OER. Such impressive performances herald that the unique structure provides an approach for designing advanced electrocatalysts.