Developing high-performance and low-cost self-supporting electrodes as pH-universal electrocatalysts for the hydrogen-evolution reaction (HER) and realizing high-quality hydrogen production at a high current density are highly desirable, but are hugely challenging. We created a self-supporting electrode with a coupled hierarchical heterostructure by simple electrodeposition followed by sulfurization. It comprised oxygen-deficient molybdenum oxide (MoO3-x) and cobalt phosphide (CoP) on nickel foam (NF), which represented a highly active pH-universal electrocatalyst for the HER at a high current density. Benefiting from a plethora of catalytic active sites, improved interfacial charge transfer, and strong electronic interaction, this type of MoO3-x@CoP/NF electrode delivered a superior catalytic performance. Overpotentials of only 100 mV, 135 mV, and 400 mV were needed to realize a high current density of 1 A cm-2 in alkaline, acid and neutral media, respectively, which were superior to those of most other well-developed materials based on non-noble metals. Our experimental work demonstrates the synergistic advantages of a MoO3-x@CoP heterostructure for improving the intrinsic catalytic performance but also paves a new path for the rational design of advanced electrodes for hydrogen generation in a wide range of pH conditions.