Electrochemical water splitting remains a long way from large-scale practical application due to the fact that the catalytic efficiency cannot satisfy the requirement, and thus reasonable design catalyst is particularly essential. Herein, a heteroatom-doped heterogeneous interfacial catalyst (Fe-CoN/CoS2) has been successfully synthesized by nitridation and sulfidation process for water electrolysis. Strikingly, an ultralow OER overpotential (154 mV) at 10 mA·cm-2 for OER is achieved. Meanwhile, Fe-CoN/CoS2 is of low HER overpotentials of 72 and 39 mV to drive current density of 10 mA·cm-2 in alkaline and acid condition, respectively. Furthermore, the electrolytic cell assembled with Fe-CoN/CoS2 drives a voltage of 1.48 V at 10 mA·cm-2. The doping of Fe can further reinforce the interaction of heterointerface between CoN and CoS2, resulting in the interfacial coupling enhancement. Density functional theory (DFT) calculations verify the Fe-doping can alter the electronic structure around the heterointerface and boosts the intrinsic catalytic activity, thus reduces the adsorption energy barriers about H* and oxygen-containing intermediates. This work provides a significant insight into the understanding of transition metal ion-doping heterointerface for facilitating the catalytic activity.