Seeking earth-abundant electrocatalysts with high efficiency and durability has become the frontier of energy conversion research. Mixed-transition-metal (MTM)-based electrocatalysts, owing to the desirable electrical conductivity, synergistic effect of bimetal atoms, and structural stability, have recently emerged as new-generation hydrogen evolution reaction (HER) electrocatalysts. However, the correlation between anion species and their intrinsic electrocatalytic properties in MTM-based electrocatalysts is still not well understood. Here we present a novel approach to tuning the anion-dependent electrocatalytic characteristics in MTM-based catalyst for HER, using holey Ni/Co-based phosphides/selenides/oxides (Ni-Co-A, A = P, Se, O) as the model materials. The electrochemical results, combined with the electrical conductivity measurement and DFT calculation, reveal that P substitution could modulate the electron configuration, lower the hydrogen adsorption energy, and facilitate the desorption of hydrogen on the active sites in Ni-Co-A holey nanostructures, resulting in superior HER catalytic activity. Accordingly we fabricate the NCP holey nanosheet electrocatalyst for HER with an ultralow onset overpotential of nearly zero, an overpotential of 58 mV, and long-term durability, along with an applied potential of 1.56 V to boost overall water splitting at 10 mA cm-2, among the best electrocatalysts reported for non-noble-metal catalysts to date. This work not only presents a deeper understanding of the intrinsic HER electrocatalytic properties for MTM-based electrocatalyst with various anion species but also offers new insights to better design efficient and durable water-splitting electrocatalysts.