Molybdenum phosphide (MoP) has received increasing attention due to its high catalytic activity in hydrogen evolution reaction (HER). However, it remains difficult to construct well‐defined MoP nanostructures with large density of active sites and high intrinsic activity. Here, a facile and general method is reported to synthesize an MoP/carbon nanotube (CNT) hybrid featuring small‐sized and well‐crystallized MoP nanoparticles uniformly coated on the sidewalls of multiwalled CNT. The MoP/CNT hybrid exhibits impressive HER activities in pH‐universal electrolytes, and requires the overpotentials as low as 83, 102, and 86 mV to achieve a cathodic current density of 10 mA cm−2 in acidic 0.5 m H2SO4, neutral 1 m phosphate buffer solution, and alkaline 1 m KOH electrolytes, respectively. It is found that the crystallinity of MoP has significant influence on HER activity. This study provides a new design strategy to construct MoP nanostructures for optimizing its catalytic performance.