The electrocatalytic hydrogen evolution reaction (HER) for water splitting is crucial for the sustainable production of clean hydrogen fuel, while the high cost of Pt catalysts impedes its commercialization. Herein, we have performed a systematic theoretical study on the electrocatalytic HER over single-atom catalysts (SACs) based on low-cost TiN. Specifically, the TiN(100) surface with a Ti or N vacancy has been considered as the support. 20 transition-metal (TM) atoms and 3 nonmetallic atoms are embedded into the Ti or N vacancy, accordingly denoted as M@Tiv or M@Nv. All the single atoms can be stabilized by the surface vacancies, controlled by the adjustable chemical potential. Interestingly, for TM-embedded TiN(100), the hydrogen binding is much stronger over M@Nv than M@Tiv, which can be attributed to the more localized d states of the TM atoms anchored by the N vacancies, indicating a strong coordination effect. Among 43 catalysts, 10 (Ni, Zn, Nb, Mo, Rh@Tiv, and Au, Pd, W, Mo, B@Nv) were predicted to have high HER catalytic activity with near-zero hydrogen adsorption free energy. For the further gaseous hydrogen evolution, Zn@Tiv can adopt both Tafel (with an energy barrier of 0.68 eV) and Heyrovsky mechanisms, while the others may prefer the Heyrovsky mechanism. This work provides a promising strategy to realize cost-efficient electrocatalysts for the HER, and highlights the important role of the local coordination environment for SACs.