It is very appealing that 5-hydroxymethylfurfural (HMF) is electrocatalytical oxidized as 2,5-furandicarboxylic acid (FDCA) linking to non-classical cathodic hydrogen (H2) production. However, the electrocatalysts for electrocatalytic HMF oxidative reaction (e-HMFOR) have been facing low Faradaic efficiency (FE) and high water splitting voltage. Herein, we propose a strategy of the NiSeO3@(CoSeO3)4 heterojunction by constructing a Co-Ni paired site, where the Co site is in charge of adsorbing for HMF while the electrons are transferred to the Ni site, thus giving the NiSeO3@(CoSeO3)4 heterojunction superior electrocatalytic performances for e-HMFOR and water splitting. By optimizing conditions, the NiSeO3@(CoSeO3)4 heterojunction has high conversion of 99.7%, high selectivity of 99.9%, and high FE of 98.4% at 1.3 V, as well as low cell voltage of 1.31 V at 10 mA cm−2 in 1 M KOH + 0.1 M HMF. This study offers a potential insight for e-HMFOR to high value-added FDCA coupling water splitting to produce H2 in an economical manner.