Constructing electronic structures with abundant surface/interface structures and effective regulation of catalytic active centers is an effective strategy to improve electrocatalytic performance, but designing efficient bifunctional non-noble metal oxygen evolution reaction (OER) and urea oxidation reaction (UOR) electrocatalysts remains challenging. Studies have shown that p-n heterojunctions can effectively regulate the electronic structure of catalytic active sites while having abundant surface/interface structure, which plays an important role in improving the native catalytic activity. Herein, FeNi-OH/Co(OH)2/NF p-n heterojunction structure was constructed by a simple electrochemical deposition method, and the effects of content, deposition time, and number of cycles on catalytic performance were investigated. The results show that Fe(0.02 M)Ni(0.07 M)–OH(100 s)/Co(OH)2(5)/NF composite material has the best OER and UOR catalytic performance. For OER, the electrocatalyst only requires an overpotential of 271 mV to obtain a current density of 50 mA cm−2, and an applied voltage of 1.56 V to obtain a total water decomposition of 10 mA cm−2 (FeNi-OH/Co(OH)2/NF||Pt). For UOR, a voltage of only 1.314 V (vs. RHE) is required to achieve a current density of 10 mA cm−2, and an applied voltage of 1.44 V can achieve a current density of 10 mA cm−2. Experimental, in situ measurements and theoretical results indicate that the improvement in catalytic activity is mainly due to the potential difference between FeNi-OH and Co(OH)2, which induces self-driven charge transfer at the interface, promoting the adsorption of reactant molecules, optimizing reaction barriers, accelerating chemical bond cleavage, and thus promoting catalytic reactions.