The study focuses on the development of advanced electrocatalysts for overall water splitting by creating an FeP4/NiCoP/NF heterostructured catalytic electrode through in situ structural derivation from a Prussian blue analogue precursor on a nickel foam substrate. The interface engineering results in significant electron redistribution at the FeP4/NiCoP interface, optimizing the electronic environment for dual-functional catalysis. This heterostructure exhibits exceptional electrochemical performance with low overpotentials for hydrogen and oxygen evolution. A symmetric electrolyzer assembled with these electrodes achieves a low cell voltage for overall water splitting and maintains high efficiency over extended operation. The stability is attributed to a combination of a robust architecture and a unique charge-transfer heterointerface. The study provides fundamental insights into transition metal phosphides' interface engineering and precursor-controlled synthesis strategies, opening new possibilities for high-performance water splitting systems.