Developing efficient and anti‐corrosive oxygen reduction reaction (ORR) catalysts is of great importance for the applications of proton exchange membrane fuel cells (PEMFCs). Herein, we report a novel approach to prepare metal oxides‐supported intermetallic Pt alloy nanoparticles (NPs) via the reactive metal‐support interaction (RMSI) as ORR catalysts, using Ni‐doped cubic ZrO2 (Ni/ZrO2) supported L10‐PtNi NPs as a proof of concept. Benefiting from the Ni migration during RMSI, the oxygen vacancy concentration in the support is increased, leading to an electron enrichment of Pt. The optimal L10‐PtNi‐Ni/ZrO2‐RMSI catalyst achieves remarkably low mass activity (MA) loss (17.8%) after 400,000 accelerated durability test cycles in a half‐cell and exceptional PEMFC performance (MA = 0.76 A mgPt−1 at 0.9 V, peak power density = 1.52/0.92 W cm−2 in H2‐O2/‐air, and 18.4% MA decay after 30,000 cycles), representing the best reported Pt‐based ORR catalysts without carbon supports. Density functional theory (DFT) calculations reveal that L10‐PtNi‐Ni/ZrO2‐RMSI requires a lower energetic barrier for ORR than L10‐PtNi‐Ni/ZrO2 (direct loading), which is ascribed to a decreased Bader charge transfer between Pt and *OH, and the improved stability of L10‐PtNi‐Ni/ZrO2‐RMSI compared to L10‐PtNi‐C can be contributed to the increased adhesion energy and Ni vacancy formation energy within the PtNi alloy.