Single‐atom catalysts (SACs) have attracted growing attention because they maximize the number of active sites, with unpredictable catalytic activity. Despite numerous studies on SACs, there is little research on the support, which is essential to understanding SAC. Herein, we systematically investigated the influence of the support on the performance of the SAC by comparing with single‐atom Pt supported on carbon (Pt SA/C) and Pt nanoparticles supported on WO3−x (Pt NP/WO3−x). The results revealed that the support effect was maximized for atomically dispersed Pt supported on WO3−x (Pt SA/WO3−x). The Pt SA/WO3−x exhibited a higher degree of hydrogen spillover from Pt atoms to WO3−x at the interface, compared with Pt NP/WO3−x, which drastically enhanced Pt mass activity for hydrogen evolution (up to 10 times). This strategy provides a new framework for enhancing catalytic activity for HER, by reducing noble metal usage in the field of SACs.