The development of efficient and stable catalysts for hydrogen production from electrolytic water in a wide pH range is of great significance in alleviating the energy crisis. Herein, Pt nanoparticles (NPs) anchored on the vacancy of high entropy rare earth oxides (HEREOs) were prepared for the first time for highly efficient hydrogen production by water electrolysis. The prepared Pt-(LaCeSmYErGdYb)O showed excellent electrochemical performances, which require only 12, 57, and 77 mV to achieve a current density of 100 mA cm-2 in 0.5 M H2SO4, 1.0 M KOH, and 1.0 M PBS environments, respectively. In addition, Pt-(LaCeSmYErGdYb)O has successfully worked at 400 mA cm-2 @ 60 °C for 100 h in 0.5 M H2SO4, presenting the high mass activity of 37.7 A mg-1Pt and turnover frequency (TOF) value of 38.2 s-1 @ 12 mV, which is far superior to the recently reported hydrogen evolution reaction (HER) catalysts. Density functional theory (DFT) calculations have revealed that the interactions between Pt and HEREO have optimized the electronic structures for electron transfer and the binding strength of intermediates. This further leads to optimized proton binding and water dissociation, supporting the highly efficient and robust HER performances in different environments. This work provides a new idea for the design of efficient RE-based electrocatalysts.