The service of high-strength steel suffers from the threat of hydrogen embrittlement and introducing nano-precipitates is an effective avenue to mitigate it. How hydrogen atoms migrate into nano-precipitates is an important question that needs to be clarified. In this study, NEB-based DFT calculations have clearly constructed the energy evolution profiles of the whole process for hydrogen atoms diffusing from α-Fe through the α-Fe/MC (M = V, Ti, Nb) coherent interfaces and finally into the nano-precipitates. The calculation results indicate that a hydrogen atom migrates with difficulty through the α-Fe/MC coherent interfaces and the diffusions in nano-precipitates follow two-step pathways. The C atom vacancy is easier to form in MC nano-precipitates. When introducing a C atom or metallic atom vacancy into the α-Fe/MC interface, the C atom vacancy is the hydrogen trapping site, while the metallic atom vacancy reduces the migration barrier. In addition, once a C atom or metallic atom vacancy is formed in the nano-precipitate, the vacancy will behave as an irreversible trapping site. Finally, electronic structure analyses and distortion energy calculations clearly reveal the effects of the local atomic environment on hydrogen diffusion from α-Fe into nano-precipitates.