Exploiting effective electrocatalysts based on elaborate heterostructures for the oxygen evolution reaction (OER) has been considered as a promising strategy for boosting water splitting efficiency to produce the clean energy—hydrogen. However, constructing catalytically active heterostructures with novel composition and architecture remains poorly developed due to the synthetic challenge. In this work, it is demonstrated that unique Ni(CN)2/NiSe2 heterostructures, composed of single‐crystalline Ni(CN)2 nanoplates surrounded by crystallographically aligned NiSe2 nanosatellites, can be created from nickel‐based Hofmann‐type coordination polymers through stepwise topochemical pathways. When employed as the OER electrocatalyst, the Ni(CN)2/NiSe2 heterostructures show enhanced performance, which could be attributed to optimized geometric and electronic structures of the catalytic sites endowed by the synergy between the two components. This work demonstrates a rational synthetic route for creating a novel Ni‐based OER electrocatalyst that possesses nanoscale heterostructure, whose composition, spatial organization, and interface configuration can be finely manipulated.