The electrocatalytic hydrogen evolution reaction (HER) has emerged as a promising strategy for sustainable hydrogen production. Contrary to current reviews that primarily focus on catalyst design, this review offers an insight into multiscale microenvironment engineering at the gas–liquid–solid triple-phase interface for the HER. We elaborate on the latest developments from three aspects, including atomic/molecular-level, mesoscale, and macroscale microenvironment engineering. Based on representative studies, the unique characteristics, underlying mechanisms, and regulatory strategies of each category are discussed in detail, emphasizing their prospects in the HER. This review concludes with a perspective on the challenges and future directions in microenvironment engineering for the HER, offering guidance for the development of efficient and durable hydrogen production systems.