Among the current industrial hydrogen production technologies, electrolysis has attracted widespread attention due to its zero carbon emissions and sustainability. However, the existence of overpotential caused by reaction activation, mass/charge transfer, etc. makes the actual water splitting voltage higher than the theoretical value, severely limiting the industrial application of this technology. Therefore, it is particularly important to design and develop highly efficient electrocatalysts to reduce overpotential and improve energy efficiency. Among the various synthesis methods of electrocatalysts, electrochemical synthesis stands out due to its simplicity, easy reaction control, and low cost. This review article classifies and summarizes the electrochemical synthesis techniques (including electrodeposition, electrophoretic deposition, electrospinning, anodic oxidation, electrochemical intercalation, and electrochemical reconstruction), followed by their application in the field of water electrolysis. In addition, some challenges currently faced by electrochemical synthesis in electrocatalytic hydrogen production, and their potential solutions are discussed to promote the practical application of electrochemical synthesis in water electrolysis.