Lanthanum oxide (La2O3) possesses superior reactivity during catalytic hydrogenation, but the intrinsic activity of La2O3 toward H2 adsorption and activation remains unclear. In the present work, we fundamentally investigated hydrogen interaction with Ni-modified La2O3. Hydrogen temperature programmed desorption (H2-TPD) on Ni/La2O3 shows enhanced hydrogen adsorption with a new hydrogen desorption peak at a higher temperature position compared to that on the metallic Ni surfaces. By systematically exploring the desorption experiments, the enhanced H2 adsorption on Ni/La2O3 is due to the oxygen vacancies formed at the metal-oxide interfaces. Hydrogen atoms transfer from Ni surfaces to the oxygen vacancies to form lanthanum oxyhydride species (H-La-O) at the metal-oxide interfaces. The adsorbed hydrogen at the metal-oxide interfaces of Ni/La2O3 results in improved catalytic reactivity in CO2 methanation. Furthermore, the enhanced hydrogen adsorption on the interfacial oxygen vacancies is ubiquitous for La2O3-supported Fe, Co, and Ni nanoparticles. Benefiting from the modification effect of the supported transition metal nanoparticles, the surface oxyhydride species can be formed on La2O3 surfaces, which resembles the recently reported oxyhydride observed on the reducible CeO2 surfaces with abundant surface oxygen vacancies. These findings strengthen our understanding of the surface chemistry of La2O3 and shed new light on the design of highly efficient La2O3-based catalysts with metal-oxide interfaces.