It is significant to develop highly efficient electrocatalysts for energy conversion systems. Interface engineering is one of the most feasible approaches to effectively enhance the electrocatalytic activity. Herein, the density functional theory (DFT) calculations predict that the potential barriers of Fe sites at the interface of FeP—CoP heterostructures are lower than that of Fe sites in FeP nanoparticles (NPs), Co sites in CoP NPs, or Co sites in heterostructures. Motivated by the DFT calculation results, FeP—CoP heterostructures have been designed and synthesized by a metal—organic frameworks (MOFs) confined-phosphorization method. The FeP—CoP exhibits the lowest overpotential of 230 mV at the current density of 10 mA·cm⁻² for oxygen evolution reaction (OER), compared with FeP (470 mV) and CoP (340 mV), which outperforms most of transition metal-based catalysts. The Tafel analysis of FeP—CoP heterostructures shows an improved reaction kinetic pathway with the smallest slope of 90.3 mV·dec⁻¹, as compared to the Tafel slopes of FeP NPs (137 mV·dec⁻¹) and CoP NPs (114 mV·dec⁻¹). And the FeP—CoP shows extraordinary long-term stability over 24 h. The excellent activity and long-term stability of FeP—CoP derive from the synergistic effect between FeP and CoP.