With the gradual implementation of carbon-neutral policies, fuel cell electric vehicles (FCEVs) have gained widespread recognition as a promising solution. Due to multi-source electromechanical coupling, the powertrain of FCEVs constitutes a complex nonlinear system, necessitating an advanced energy management strategy for effective control to enhance economic performance. In this study, a novel learning-based robust model predictive control (LRMPC) is proposed for a 4WD FCEV, integrating a high-confidence velocity estimation model and an accurate state observation model to enhance energy-saving potential, robustness, and real-time application performance under various driving conditions. To enhance robustness and adaptability, deep forest with superior feature fusion abilities is employed to generate future velocity reference datasets based on FCEV operating scenarios. To improve state observation accuracy and control effectiveness, a novel built-in state observation model based on machine learning algorithms is established, leveraging knowledge of nonlinear systems within the FCEV powertrain. Subsequently, to enhance the real-time applicability of LRMPC, an explicit control scheme for multidimensional mapping based on explicit data tables is utilized for accurate state transformation, incorporating input features such as vehicle states and component states. Simulation evaluations and hardware-in-the-loop tests demonstrate the improved economic performance and real-time application ability of LRMPC, showcasing its promising performance.