Stable non-noble metal electrocatalysts are of essential importance for industrial water electrolysis. Powdery electrocatalysts loaded on current collectors by binders are often designed, but easily fall off due to strong attack by bubbles at an industrial large current density (>400 mA cm(-2)). A novel strategy is developed to construct a self-supported dual-phase porous Co2P-Co3O4 film for oxygen evolution reaction (OER) and micro-nanoporous Co2P film for hydrogen evolution reaction (HER) based on the electrodeposition of single-phase porous CoP film on gas-liquid-solid interface, phase separation to Co2P-Co, and selective oxidation/etching of the Co phase. The self-supported dual-phase Co2P-Co3O4 catalyst exhibits good electrocatalytic activity for OER. The overpotentials are 265 and 405 mV at 20 and 200 mA cm(-2), respectively. In addition, the self-supported micro-nanoporous Co2P catalyst shows high catalytic activity for HER due to large active area and good wettability. Both dual-phase Co2P-Co3O4 and micro-nanoporous Co2P possess ultrastability, even at a large current density of 500 mA cm(-2) due to the self-supported structure. The cell voltage of water electrolysis using a self-supported Co2P-Co3O4 parallel to Co2P electrolyzer at 500 mA cm(-2) is only about 3.36 +/- 0.01 V, which is much lower than that (4.31 +/- 0.05 V) of the IrO2-Ta2O5 parallel to Pt electrolyzer.