Explicit atomic coordinations of binary metal atoms on low-dimensional host–guest-type bimetallic nanomaterials can arouse unique ensemble effects and significantly improve the catalysis performances, but they confront a formidable challenge in chemical synthesis. Here, we draw on a thermoinduced secondary crystallization process of preprepared amorphous/crystalline hybrid ultrathin Rh nanosheets (NSs) to capture Pt atoms into the two-dimensional (2D) Rh lattice, by which precisely controlled Pt atomic dispersions from a single atom to dual atoms and to clustered atoms can be facilely elected and embedded into the ultrathin Rh hosts. Among them, the dual-Pt atom-on-Rh (denoted as Pt2–Rh) NSs exhibit an extremely high activity and an excellent CO tolerance for the alkaline hydrogen oxidation reaction (HOR), achieving a 18.5 times higher mass activity at 50 mV overpotential than that of commercial Pt/C. Theoretical studies indicate that the host–guest ensemble effect aroused by the specific pairwise Pt2-on-Rh coordination feature can moderately enhance both the surface *H and *OH bindings, which synergistically lower the free energy of the rate-determining Volmer step and thus promote the combination of neighboring *H and *OH to form H2O. Enhanced *H adsorption can also prevent the main available sites from being occupied by hydroxyl groups in alkaline conditions. The free energy diagram and anti-CO experiments coherently indicate that the oxidation of *CO by neighboring *OH to form *COOH is kinetically more favorable to proceed on the Pt2–Rh NSs, effectively preventing the catalysts from being poisoned. This work sheds light on the ensemble effect of host–guest heteroatom coordinations for designing high-efficiency alkaline HOR catalysts.