Hydrogen evolution reaction (HER) is a critical process in electrocatalytic water splitting for hydrogen production. However, the development of low-cost electrocatalysts for highly efficient HER is still a huge challenge. Hence, we fabricate a multi-metal phosphide on Ni foam, FeCoNiNbP, through a facile hydrothermal reaction followed by phosphorization. We find that Nb promotes the formation of metal phosphides, and the main phases of the catalysts with Nb are multiphase phosphides. Importantly, the Nb incorporation significantly improves the HER activity of FeCoNiP. We show that FeCoNiNbP has the best HER activity, which only requires an overpotential of 78 mV to achieve a current density of 10 mA cm in 1 M KOH, and demonstrates excellent stability under both constant potential and varied current densities. Our findings show that the multiple-metal compounds are beneficial to the improvement of catalytic activity and provide guidance on the design of novel catalysts for applications.