The development of highly efficient electrocatalysts to reduce overpotentials is vital for accelerating the sluggish oxygen evolution reaction (OER) processes. Herein, we demonstrate ultrathin heterogeneous nanosheets as a promising OER electrocatalyst, which are composed of ultrafine CoFeOx nanoparticles and a monolayered CoN4-based metal-organic framework (MOF) matrix. The embedding of such inorganic nanoparticles in the MOF lattice creates metal Co sites located at the CoFeOx/MOF interfaces. Structural characterization and analysis indicated a higher valence and changed 3d electronic configuration for the interfacial Co in contrast to the CoN4 sites. Furthermore, theoretical calculations reveal the high activity of interfacial Co sites for OER. Electrochemical studies confirm that the ultrathin heterogeneous nanosheets deposited on carbon cloth can achieve an excellent electrocatalytic OER performance with a low overpotential of 232 mV at a current density of 10 mA cm-2 with good stability. This work provides insights on the development of ultrathin OER heterocatalysts with highly active interfaces of inorganic units and MOFs.