The improvement of the hydrogen evolution reaction (HER) performance of nanomaterials is associated with the interfacial synergistic interaction and their hydrogen adsorption kinetics. Nevertheless, it is still a challenge to accelerate the proton transfer and optimize the HER kinetics by constructing Pt-supported heterostructures based on the hydrogen spillover phenomenon. Herein, oxygen vacancies on the surface of MXene nanosheets were constructed via a high-temperature annealing method, which was employed to anchor/stabilize Pt nanoparticles and fabricate a Pt/MXene heterostructure. EPR and XPS analyses verified the presence of oxygen vacancies, which could enhance the intrinsic HER activity of the MXene. The HER catalytic performance was investigated by taking into account the surface structure of the MXene affected by the annealing temperature, the concentration of Pt and the number of deposition cycles. Electrochemical results showed that Pt/MXene with higher utilization of Pt was obtained at 900 °C and 0.05 mgPt mL-1. The 0.05-Pt/MXene-900 obtained at deposition of 60 cycles in 0.5 M H2SO4 solution exhibited the optimized HER activity. The overpotential was 22 mV at a current density of 10 mA cm-2 and the Tafel slope was 42.41 mV dec-1. Furthermore, the accelerated HER kinetics was mainly due to the electron trapping ability of the MXene, small particles of Pt, as well as the enhanced charge transfer between the oxygen vacancies of the MXene and Pt. This strategy for constructing Pt-supported heterostructures based on the vacancy anchoring effects provides new ideas for the design of well-defined electrocatalysts toward the HER.