The heterogeneous interface engineering of nanocatalysts has been proved as an efficient strategy to promote the oxygen evolution reaction (OER) catalytic performance. Different from the conventional hollow structures, the yolk-shell construction could defend the distortion and dissolution during OER for stability improvement. However, it is still a great challenging to simultaneously construct heterogeneous interface and yolk-shell structure based on electrocatalysts with well-tuned composition and structure. Herein, we developed a facile synthetic method to prepare the yolk-shell trimetallic phosphide catalysts by starting with MIL-88A nanospindles templates. Benefitting from heterogeneous interface with fast electron transfer, yolk-shell architecture with rich channels for mass transportation, and active metal doping with electron structure modulation, the obtained CoNiFeP yolk-shell nanospindles (YSNSs) catalysts displayed superior OER catalytic properties with the overpotential of only 261 mV to deliver a current density of 10 mA cm−2 in alkaline media. Furthermore, the yolk-shell architecture endowed CoNiFeP with remarkable OER stability for 60 h. By coupling CoNiFeP with Pt/C electrodes to drive overall water splitting, an ultralow cell voltage of 1.56 V is required. The experimental and mechanistic studies indicated the optimized binding energy of *OOHad and *OHad intermediates by constructing robust phosphide interface.