Strain engineering is an effective strategy for manipulating the electronic structure of active sites and altering the binding strength toward adsorbates during the hydrogen evolution reaction (HER). However, the effects of weak and strong strain engineering on the HER catalytic activity have not been fully explored. Herein, the core-shell PdPt alloys with two-layer Pt shells (PdPt2L) and multi-layer Pt shells (PdPtML) is constructed, which exhibit distinct lattice strains. Notably, PdPt2L with weak strain effect just requires a low overpotential of 18mV to reach 10mA cm-2 for the HER and shows the superior long-term stability for 510h with negligible activity degradation in 0.5M H2SO4. The intrinsic activity of PdPt2L is 6.2 and 24.5 times higher than that of PdPtML and commercial Pt/C, respectively. Furthermore, PdPt2L||IrO2 exhibits superior activity over Pt/C||IrO2 in proton exchange membrane water electrolyzers and maintains stable operation for 100h at large current density of 500mA cm-2. In situ/operando measurements verify that PdPt2L exhibits lower apparent activation energy and accelerated ad-/desorption kinetics, benefiting from the weak strain effect. Density functional theory calculations also reveal that PdPt2L displays weaker H* adsorption energy compared to PdPtML, favoring for H* desorption and promoting H2 generation.