Abstract: Hydrogen has been considered as one of the sustainable energy carriers and displays great potential for the ever-increasing energy and environmental demands. Electrochemical water splitting has been recognized as a clean and effective method to product hydrogen in future. Transitionally, the catalysts for water splitting are noble metal base materials but suffer from high cost and low reserves. Thus, developing cost-effective electrocatalysts is significantly important for the hydrogen generation. Here, we report a tri-metallic phosphide of NiCoFe-P as an effective electrocatalyst for both HER and OER, which can be prepared by a facile gas-phase reaction. Compared with monometallic or bimetallic phosphides, the tri-metallic NiCoFe-P exhibits outstanding activity. Specially, it obtains an OER current density of 10 mA cm-2 at an overpotential of 248 mV. Additionally, the NiCoFe-P catalyst shows remarkable stabilities even at a large current density of 50 mA cm-2. Moreover, a practical electrode of carbon paper supported NiCoFe-P only requires an overpotential of 267 mV to obtain an HER current density of 10 mA cm-2, and overpotentials of 235 mV and 296 mV for the OER current densities of 50 mA cm-2 and 100 mA cm-2, respectively. After a severe durability test of 5000 cycles of linear scan voltammetry, the carbon paper supported catalyst show no degradation. The remarkable catalytic performance should be due to the unique nanostructure and the synergism effect among the hetero-atoms.