ABSTRACT Sustainable hydrogen energy conversion is pivotal for green energy systems, requiring efficient, stable, and cost‐effective electrocatalysts for water splitting to lower green hydrogen production cost. Transition metal sulfides (TMSs) are promising due to their earth‐abundance, low cost, and good conductivity. In particular, heterostructure engineering introduces abundant interfacial active sites, modulates electronic structures, and accelerates charge transfer, significantly enhancing electrocatalytic performance. This review summarizes recent advances in TMSs heterostructures for water electrolysis, emphasizing rational structural design and catalytic behavior. The compositional diversity and structural characteristics of TMSs are first outlined, followed by a discussion of the advantages of heterostructures over single‐phase materials in terms of conductivity, structural stability, and catalytic activity. Key strategies, including precursor design, interface regulation, and electronic modulation, are then analyzed to clarify the relationships between structural evolution, interfacial effects, and catalytic performance, from which three coupling modes‐synergistic amplification, functional compensation, and antagonistic interference‐are identified through cross‐case comparison. This review provides a systematic perspective for the rational design of high‐performance electrocatalysts and offers guidance for the future development of sustainable hydrogen conversion materials.