Developing sustainable and renewable energy sources along with efficient energy storage and conversion technologies is vital to address environmental and energy challenges. Electrochemical water splitting coupling with grid-scale renewable energy harvesting technologies is becoming one of the most promising approaches. Besides, hydrogen with the highest mass-energy density of any fuel is regarded as the ultimate clean energy carrier. The realization of practical water splitting depends heavily on the development of low-cost, highly active, and durable catalysts for hydrogen evolution reactions (HERs) and oxygen evolution reactions (OERs). Recently, heterostructured catalysts, which are generally composed of electrochemical active materials and various functional additives, have demonstrated extraordinary electrocatalytic performance toward HER and OER, and particularly a number of precious-metal-free heterostructures delivered comparable activity with precious-metal-based catalysts. Herein, an overview is presented of recent research progress on heterostructured HER catalysts. It starts with summarizing the fundamentals of HER and approaches for evaluating HER activity. Then, the design and synthesis of heterostructures, electrochemical performance, and the related mechanisms for performance enhancement are discussed. Finally, the future opportunities and challenges are highlighted for the development of heterostructured HER catalysts from the points of view of both fundamental understandings and practical applications.