Hydrogen production from water splitting is a clean and sustainable hydrogen production route to alleviate the current energy crisis. However, factors such as energy conversion efficiency, cost-effectiveness, and social benefit limit their industrial application. Therefore, the develop- ment of advanced water splitting technologies using clean and renewable energy has become an important research goal of the world. Converting endless solar energy into hydrogen energy directly or indirectly is an effective way to reduce the energy input of hydrogen production. This review focuses on the latest advances in the coupling design of renewable energy supply devices and catalytic electrodes in hydrogen production systems. We not only review the single hydrogen production system based on photochemical, photoelectrochemical, photovoltaic, thermoelectric, pyroelectric, and piezoelectric devices, but also discuss the complex systems of the multiple devices. The structural design of energy supply devices and catalytic electrodes and the study of hydrogen production performance in different systems will be critically discussed in this work. Finally, current challenges and future perspectives of advanced technologies for sunlight-electricity-hydrogen nexus are also presented. It is hoped that this review will provide a timely reference for advancing the development of sunlight-electricity-hydrogen nexus and thus achieve the goal of sustainable production of green hydrogen.