Hydrogen production by water electrolysis is the most promising green hydrogen supply method in the future. Electrocatalytic hydrogen evolution reaction (HER), an essential step in water electrolysis, has received continuous interest for a long time. Noble metal-based electrocatalysts exhibit excellent performance for HER, while their high price, limited reserves, and insufficient durability limit their large-scale applications. Transition metal sulfides (TMSs) have been extensively studied as potential alternative catalysts, among which cobalt disulfide (CoS₂) stands out due to its unique structure, low price, and good electrical conductivity. Although remarkable progress has been made, the catalytic activity and stability of CoS₂ electrode materials themselves are still insufficient for large-scale industrial applications, so effective improvement of the HER catalytic performance of CoS₂ remains the focus of research. In this review, we briefly outline the reaction mechanism of HER, focusing on strategies to improve the catalytic performance of CoS₂, including morphology engineering, carbon materials combination, heteroatom doping, and heterostructure construction. Furthermore, the key challenges and opportunities for CoS₂ electrode materials as an electrocatalytic material for HER are discussed.