Inducing microstrain at atomic level within multicomponent Pt-based electrocatalysts, as well as the role of this microstrain in modulating the electronic structure and multi-site surface adsorption energies during hydrogen evolution reaction (HER), still remains unexplored. Herein, the localized microstrain had been designed in a novel kind of ultrafine PtMnZn ternary alloy, which were planted into the highly ordered TiO₂ nanotube array to form the self-supported electrode with highly catalytic activity for splitting water both in acid and alkaline conditions. The obtained self-supported electrode exhibits a remarkable mass activity of 17.73 A·mg_Pt⁻¹ in acid and 6.78 A·mg_Pt⁻¹ in alkaline conditions, outperforming commercial Pt/C 44.32 and 61.64 times, respectively. In addition, the obtained self-electrodes possess superior long-term durability. Theoretical investigations reveal that the modulated electronic structure can shift the d-band center of multi metallic sites, resulting in lower |ΔG_*H| of H adsorption on PtMnZn surface, as well as lower energy barrier to dissociate the H₂O affording *H intermediates providing an acid microenvoirnment, which facilitates the H₂ formation in alkaline conditions. This work induces distinct local microstrain in self-supported electrode, realizing optimized adsorption and enhancing electrochemical performances, which offers a promising strategy for designing novel high-performance self-supported electrode for hydrogen production.