It is a challenging task to design and synthesize stable, and high-performance non-precious metals bifunctional catalysts for water-splitting. Herein, the coupling between Se vacancy and interface engineering is highlighted to synthesize a unique CoFeSe hollow nanocubes structure on MXene-modified nickel foam (NF) by in-situ phase transition from bifunctionality prussian blue analogue (PBA) derivatives (V-CoFeSe@MXene/NF). DFT theory reveals that the Se vacancy and interface engineering modulate the surface electronic structure and optimize the surface adsorption energy of the intermediates. Experimental data also confirm that the as-prepared CoFeSe@MF catalyst exhibits advanced electrocatalytic properties, 283 mV (OER) and 67 mV (HER) are required to drive the current density of 10 mA cm. Notably, it is assembled into a two-electrode system for integral water decomposition, which only requires a low cell potential of 1.57 V at current of 10 mA cm, together with excellent durability for 48 h. The strategy is expected to provide a new direction for the design and construction of highly efficient collaborative integrated water decomposition electrocatalysts.