Atomic substructure engineering provides new opportunities for the designing newly and efficient catalysts with diverse atom ensembles, trimmed electron bands, and way-out coordination environments, creating unique contributing to concertedly catalyze water oxidation, which is of great significance for proton exchange membrane water electrolysis (PEMWE). Herein, nest-scheme RuIrLa nanocrystals with dense coherent interfaces as built-in substructures are firstly fabricated by using commercial ZnO particles as acid-removable templates, through a La-stabilized coherent epitaxial growth of nanoparticles (NPs). The obtained nests exhibit a low overpotential of 198mV at 10mA cm-2, and the RuIrLa||Pt/C module equipped in PEMWE operates stably at a cell voltage potential of 1.69V at 100mA cm-2 in 0.5M H2SO4 for 55h, which is far beyond the current IrO2||Pt/C. Within the nests, the position at the interface shows high tensile/compressive strain, significantly reducing the OER activation energy. More importantly, the La termination-stabilized coherent interfaces within the nests creates a unique self-healing process for the outstanding long-term stability. This work provides a promising substructure engineering to develop efficient catalysts with abundant substructures, such as coherent interfaces, dislocations, or grain boundaries, thereby realizing concerted improvement of activity and durability toward water oxidation.