The storage of renewable energy is an important step toward the global effort to combat air contamination and climate change. In this work, the influence of substrate-induced strain on the electrocatalytic properties of nickel oxide (NiO) films toward the hydrogen evolution reaction (HER) is studied. Using pulsed laser deposition, NiO thin films were deposited on strontium titanate, lanthanum aluminate, and sapphire substrates to examine how the substrate–film lattice mismatch influences the electrochemical properties. It was observed that the electrocatalytic activities of the NiO thin films exhibited strong sensitivity to strain; the NiO film with the smallest strain recorded the lowest overpotential for the HER. The NiO films were further explored to estimate the charge storage capacity and surface roughness. This work shows the use of simple thin-film synthesis as a way to evaluate the strain effect in electrocatalysis.