In recent years, the development of highly efficient electrocatalysts for the nitrate reduction reaction (NO₃RR) to ammonia (NH₃) has become essential for achieving sustainable nitrogen cycling. Herein, a sea urchin-like CuNiO with oxygen vacancies (V_o-CuNiO) was synthesized via a gas-assisted solvothermal method followed by calcination. This unique hierarchical architecture facilitates the formation of abundant oxygen vacancies and optimizes the adsorption of key intermediates, while the exposure of oxygen-bridged multi-interface sites (such as Cu–O–Cu, Ni–O–Ni, and Cu–O–Ni interfacial sites) enhances mass transport. The obtained V_o-CuNiO-350 catalyst exhibited exceptional performance in the electrocatalytic NO₃RR to NH₃ under neutral conditions, achieving a peak NH₃ Faradaic efficiency (FE) of 94.9% at −0.8 V vs. reversible hydrogen electrode (RHE) and a maximum NH₃ yield rate of 480.9 μmol·h⁻¹·cm⁻² at −1.0 V vs. RHE. In-situ attenuated total reflection Fourier transform infrared (ATR-FTIR) spectroscopy and density functional theory (DFT) calculations indicated that the oxygen vacancies and bimetallic interface sites in the V_o-CuNiO-350 catalyst provide a synergistic effect to enhance NO₃RR performance. Specifically, the oxygen vacancies and the newly constructed Cu–O–Ni interface sites optimize the adsorption of intermediates and promote the reduction of NO₃⁻ to NH₃. The further continuous electrocatalytic NH₃ synthesis tests indicate that this catalyst can achieve high-purity NH₄Cl production at a rate of 14.0 mg·h⁻¹. Moreover, in a self-assembled Zn-NO₃⁻ hybrid battery, an output power density of 2.88 mW·cm⁻² was attained, thereby enabling simultaneous electricity generation and NH₃ synthesis. This work demonstrates a viable pathway for converting nitrate from wastewater into ammonia while co-producing electrical energy.