Hydrogen (H₂) has been regarded as one of the most promising energy owing to its high energy density, zero-carbon emissions and renewable nature. Electrolyzing water is a clean and effective pathway to obtained hydrogen. Developing high-performance, economical and stable electrocatalyst for hydrogen evolution reaction is particularly necessary to meet the growing demand for hydrogen. Herein, a unique core-shell heterostructure of Fe₂O₃@P-Ni_xCo_y-LDH (x/y = 1:1, 1:2 and 2:1) was designed and constructed by MOF-derived Fe₂O₃ as core and P doping Ni_xCo_y-LDH as shell. Fe₂O₃@P-Ni_xCo_y-LDH (x/y = 1:2) showed the best hydrogen evolution activity, with a low hydrogen evolution overpotential of 223 mV and a Tafel slope of 81.1 mV·dec⁻¹ at 10 mA cm⁻² current density. The excellent electrocatalytic activity could be attributed to the synergistic effect of Fe₂O₃, Ni_xCo_y-LDH, and the doping P, as well as the unique core-shell heterostructure. Fe₂O₃ derived from Fe-MOF and Ni_xCo_y-LDH provided diverse and abundant metal catalytic sites. Meanwhile, Fe₂O₃ as the core acted as a uniform matrix for the dispersion of Ni_xCo_y-LDH, exposing more active catalytic-sites and accelerating the electron transfer. The doping P effectively modulated the electronic structure of electrocatalysts, promoting the hydrogen evolution.