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Ru nanoparticles have been demonstrated to be highly active electrocatalysts for the hydrogen evolution reaction (HER). At present, most of Ru nanoparticles-based HER electrocatalysts with high activity are supported by heteroatom-doped carbon substrates. Few metal oxides with large band gap (more than 5 eV) as the substrates of Ru nanoparticles are employed for the HER. By using large band gap metal oxides substrates, we can distinguish the contribution of Ru nanoparticles from the substrates. Here, a highly efficient Ru/HfO₂ composite is developed by tuning numbers of Ru-O-Hf bonds and oxygen vacancies, resulting in a 20-fold enhancement in mass activity over commercial Pt/C in an alkaline medium.