Efficient hydrogen evolution via electrocatalytic water splitting holds great promise in modern energy devices. Herein, we demonstrate that the localized surface plasmon resonance (LSPR) excitation of Au nanorods (NRs) dramatically improves the electrocatalytic hydrogen evolution activity of CoFe‐metal–organic framework nanosheets (CoFe‐MOFNs), leading to a more than 4‐fold increase of current density at −0.236 V (vs. RHE) for Au/CoFe‐MOFNs composite under light irradiation versus in dark. Mechanistic investigations reveal that the hydrogen evolution enhancement can be largely attributed to the injection of hot electrons from AuNRs to CoFe‐MOFNs, raising the Fermi level of CoFe‐MOFNs, facilitating the reduction of H2O and affording decreased activation energy for HER. This study highlights the superiority of plasmonic excitation on improving electrocatalytic efficiency of MOFs and provides a novel avenue towards the design of highly efficient water‐splitting systems under light irradiation. Some like it hot: A composite of Au nanorods/CoFe‐MOF nanosheets (Au/CoFe‐MOFNs) was used as an electrocatalyst for the hydrogen evolution reaction (HER). Au/CoFe‐MOFNs give a four‐fold increase of current density and a much reduced activation energy upon light irradiation as a result of hot‐electron injection from plasmonic Au to CoFe‐MOFNs.