Electrochemical water splitting is limited by sluggish oxygen evolution kinetics and high energy consumption. Thermo-electricity coupling, utilizing heat and electric fields, has become an effective strategy to break away from traditional thermal methods and improve electrocatalytic efficiency. This work summarizes the core mechanisms of thermo-electric coupled water splitting, including thermal suppression of charge disproportionation, thermal driven spin regulation and thermal strain engineering, while elucidated the thermal effects beyond mass transfer. Utilizing industrial or power waste heat as a low-cost heat source, this strategy improved energy efficiency and matched with renewable energy systems. Besides, the challenges and prospects are proposed for the practical development of high-efficiency thermo-electricity coupled hydrogen production.