The escalating global energy crisis has intensified the demand for sustainable hydrogen production through electrochemical water splitting. Herein, we report a novel oxygen-vacancy-rich bifunctional electrocatalyst, Pt-NiSe@NiFe-LDH-Ov, synthesized via a facile electrodeposition and reduction method. It demonstrates exceptional performance, requiring low overpotentials of 280 mV for the HER and 344 mV for the OER to achieve current densities of 50 and 100 mA cm⁻², respectively, in 1.0 M KOH. When employed for overall water splitting, the system requires a cell voltage of only 1.878 V to reach 50 mA cm⁻². Notably, in an anion exchange membrane water electrolyzer (AEMWE), the performance shows significant enhancement with increasing operating temperature (20 to 60 °C), particularly at high current densities (>200 mA cm⁻²), highlighting its excellent thermal adaptability. The superior activity is attributed to the synergistic effect between the Pt-NiSe and NiFe-LDH interfaces and the abundant oxygen vacancies, which collectively enhance charge transfer and optimize the adsorption of reaction intermediates.