Over the years, significant advances have been made to boost the efficiency of water splitting by carefully designing economic electrocatalysts with augmented conductivity, more accessible active sites, and high intrinsic activity in laboratory test conditions. However, it remains a challenge to develop earth‐abundant catalysts that can satisfy the demands of practical water electrolysis, that is, outstanding all‐pH electrolyte capacity, direct seawater splitting ability, exceptional performance for overall water splitting, superior large‐current‐density activity, and robust long‐term durability. In this context, considering the features of increased active species loading, rapid charge, and mass transfer, a strong affinity between catalytic components and substrates, easily‐controlled wettability, as well as, enhanced bifunctional performance, the self‐supported electrocatalysts are presently projected to be the most suitable contenders for practical massive scale hydrogen generation. In this review, a comprehensive introduction to the design and fabrication of self‐supported electrocatalysts with an emphasis on the design of deposited nanostructured catalysts, the selection of self‐supported substrates, and various fabrication methods are provided. Thereafter, the recent development of promising self‐supported electrocatalysts for practical applications is reviewed from the aforementioned aspects. Finally, a brief conclusion is delivered and the challenges and perspectives relating to promotion of self‐supported electrocatalysts for sustainable large‐scale production of hydrogen are discussed.DFG, 390540038, EXC 2008: Unifying Systems in Catalysis "UniSysCat