The development of high-performance electrocatalytic electrodes for overall water splitting is a crucial issue to realize renewable hydrogen production. This paper presents the in situ growth of N-modified Co-based nanorods on porous TiN ceramic membranes using the hydrothermal method and thermal NH3 treatment, resulting in a novel self-supported electrocatalytic electrode with abundant heterointerfaces, denoted as NCTN-x-y (x: nitridation temperature; y: nitridation time). In the alkaline medium (1 M KOH), the NCTN-350-2 electrode displays the best hydrogen evolution reaction (HER) activity (ƞ10 = 66 mV), and the NCTN-250-3 electrode manifests the best oxygen evolution reaction (OER) performance (ƞ10 = 270 mV). Accordingly, these two electrodes comprise an electrolyzer, which features a current density of 10 mA cm−2 at a low cell voltage of 1.63 V. The good electrocatalytic performance can be attributed to the abundant heterointerfaces formed between the porous TiN ceramic membrane and the N-modified Co-based nanorods, in conjunction with the hierarchical pore structure of the TiN ceramic membrane. Theoretical calculations identify that the construction of heterointerfaces modulates the electronic structure of active sites, thereby promoting the dissociation of H2O, optimizing the H* adsorption energy (ΔGH*), and accelerating the reaction kinetics, which ultimately improve the electrocatalytic activity of electrode.