The fabrication of heterointerface materials with hierarchical morphologies more than two levels is a challenging yet promising approach to achieve optimal electrocatalyst for hydrogen evolution reaction (HER). Here, using a facile two-step method, we are able to prepare the Ni₂P/(Co,Ni)OOH heterointerface with a three-level hierarchy morphology. The multiple levels of hierarchy structures not only offer considerable area for active sites loading, but also facilitate the substance transportation, both beneficial for HER. Meanwhile, the strong charge transfer at the Ni₂P/(Co,Ni)OOH heterointerface eliminates the spin asymmetry and achieves the thermos-neutral adsorption of active H species. Moreover, the resulted Coulomb attraction stacks the two materials firmly, facilitating the stability. Density functional theory (DFT) and in-situ Raman measurements reveal the sufficient Ni atoms acting as the active sites. With these merits, the Ni₂P/(Co,Ni)OOH exhibits much better HER activity than the separate Ni₂P or (Co,Ni)OOH, affording a current density of 100 mA/cm² at an overpotential of 169 mV and a Tafel slope of 41 mV/dec, when tested in alkaline electrolyte. This work provides inspiration for optimizing the intrinsic HER activity utilizing multiple-level hierarchy structures.