Enhancing the catalytic efficiency through engineering active site environments is expected to work pronouncedly for single atom catalysts (SACs) because of intense atomic scale interactions involved between SAs and their coordination environments. Taking Mo SACs for catalyzation of the hydrogen evolution reaction (HER) as an example, three SACs of different coordination environments, namely Mo-O2N2, Mo-O2N1C1, and Mo-O2C2, were successfully created for demonstration. The HER performances are in an increasing order of Mo-O2N2, Mo-O2N1C1, and Mo-O2C2, exhibiting η10 of 98, 71, and 61 mV, η500 of 340, 248, and 200 mV, Tafel slopes of 95.8, 39.6, and 33.8 mV dec−1, and current density decays of 9, 6, and 6% after a 50 hour operation at an initial current density of 100 mA cm−2, respectively. Substituting C with N in the coordination environment results in inferior HER catalytic efficiency and stability. Density functional theory calculations reveal that replacing carbon with nitrogen for coordination with the Mo SA on a carbon substrate of a higher N-doping level shifts the d-band center of Mo more negatively from the Fermi level, thereby increasing the hydrogen adsorption energy and thus decelerating the hydrogen desorption kinetics, giving consequent inferior HER activities.