Constructing metal alloys/metal oxides heterostructured electrocatalysts with abundant and strongly coupling interfaces is vital yet challenging for practical electrocatalytic water splitting. Herein, CoRu nanoalloys uniformly anchored on CoMoO nanosheet heterostructured electrocatalyst (CoRu-CoMoO/NF) are synthesized via a self-templated strategy by simply annealing of Ru-etched CoMoO/NF precursor in a reduction atmosphere. The dense and robustly coupled interface not only provides abundant active sites for water splitting but also strengthens the charge transfer efficiency. Furthermore, the theoretical calculations unveil that the strong electronic interaction at CoRu-CoMoO interface can induce an interfacial electron redistribution and reduce the energetic barriers for the hydrogen and oxygen intermediates, thereby accelerating the  hydrogen evolution reaction (HER) and  oxygen evolution reaction (OER) kinetics. The resultant catalyst only requires the overpotentials of 49 mV for HER and 209 mV for OER at 10 mA cm. Moreover, the constructed CoRu-CoMoO||CoRu-CoMoO two-electrode cell achieves a cell voltage of 1.54 V at 10 mA cm, outperforming the benchmark Pt/C||IrO. This work explores an avenue for the rational design of heterostructured electrocatalysts with abundant interfaces for practical water-splitting electrocatalysis.