Hydrogen production from electrochemical water splitting represents a highly promising technology for sustainable energy storage, but its widespread implementation heavily relies on the development of high-performance and cost-effective hydrogen evolution reaction (HER) electrocatalysts. Metal oxides, an important family of functional materials with diverse compositions and structures, were traditionally believed inactive towards HER. Encouragingly, the continuous breakthroughs and significant progress in recent years (mainly from 2015 onwards) make engineered metal oxides emerge as promising candidates for HER electrocatalysis. In this article, we present a comprehensive review of recent advances in metal oxide-based electrocatalysts for HER. We start with a brief description of some key fundamental concepts of HER, such as mechanisms, computational activity descriptors, and experimental parameters used to evaluate catalytic performance. This is followed by a overview of various types of metal oxide-based HER electrocatalysts reported so far, including single transition metal oxides, spinel oxides, perovskite oxides, metal (oxy)hydroxides, specially-structured metal oxides and oxide-containing hybrids, with special emphasis on designed strategies for promoting performance and property-activity correlation. Finally, some concluding remarks and perspectives about future opportunities of this exciting field are provided.