An optimized approach to producing lattice‐matched heterointerfaces for electrocatalytic hydrogen evolution has not yet been reported. Herein, we present the synthesis of lattice‐matched Mo₂C−Mo₂N heterostructures using a gradient heating epitaxial growth method. The well lattice‐matched heterointerface of Mo₂C−Mo₂N generates near‐zero hydrogen‐adsorption free energy and facilitates water dissociation in acid and alkaline media. The lattice‐matched Mo₂C−Mo₂N heterostructures have low overpotentials of 73 mV and 80 mV at 10 mA cm⁻² in acid and alkaline solutions, respectively, comparable to commercial Pt/C. A novel photothermal‐electrocatalytic water vapor splitting device using the lattice‐matched Mo₂C−Mo₂N heterostructure as a hydrogen evolution electrocatalyst displays a competitive cell voltage for electrocatalytic water splitting.