With practical electrocatalytic hydrogen production frequently involving the splitting of water in various pH media, there is an urgent need but still a technical challenge to develop low-cost, highly active, and stable electrocatalysts for pH-universal hydrogen evolution reaction (HER). We report herein the adoption of a hydrothermal reaction combined with a post gas-phase doping strategy to fabricate P-doped NiCo₂Se₄ hollow nanoneedle arrays on carbon fiber paper (i.e., P-NiCo₂Se₄/CFP). Notably, the optimal arrays (P_8.71-NiCo₂Se₄/CFP) can afford an outstanding pH-universal HER performance, with an overpotential as low as 33, 57, and 69 mV at 10 mA·cm⁻² and corresponding Tafel slopes down to 52, 61, and 72 mV·dec⁻¹ in acidic, alkaline, and neutral media, respectively, outperforming most state-of-the-art nonprecious catalysts and even the commercial Pt/C catalyst in both neutral and alkaline media at large current densities. Impressively, P_8.71-NiCo₂Se₄/CFP also displays good durability toward long-time stability testing in harsh acidic and alkaline electrolytes. Experimental and theoretical studies further reveal that the doping of P atoms into NiCo₂Se₄ can simultaneously optimize its H* adsorption/desorption energy, water adsorption energy, and water dissociation energy by adjusting the local electronic states of various active sites, thus accelerating the rate-determining step of HER in different pH media to endow P-NiCo₂Se₄ with an outstanding pH-universal HER performance. This work provides atomic-level insights into the roles of active sites in various electrolysis environments, thereby shedding new light on the rational design of highly efficient pH-universal nonprecious catalysts for HER and beyond.