Scaling ferroelectric Hf_0.5Zr_0.5O₂ (HZO) films below 10 nm is critical for low-voltage non-volatile memory but remains challenging due to phase instability and interface-related depolarization fields. Here, we demonstrate that the electrode-ferroelectric interface is the key factor for stabilizing the ferroelectric orthorhombic phase in sub-10 nm HZO films. By comparing films down to 5 nm thickness with TiN and W electrodes, we reveal that W electrodes induce significantly lower in-plane tensile strain due to the formation of an amorphous, conductive WO_x interfacial layer. This strain relaxation suppresses the non-polar tetragonal phase favored in ultrathin films, whereas standard TiN electrodes generate high tensile strain that stabilizes the undesirable t-phase. Moreover, the conductive nature of the WO_x layer suppresses the depolarization fields typically caused by dielectric TiO_xN_yinterfaces. Consequently, 5 nm HZO films with W electrodes exhibit higher remanent polarization, lower coercive fields, and negligible wake-up effects compared to those with TiN electrodes. Furthermore, we show that the strain-induced performance loss in films with TiN electrodes can be reduced by modifying the Hf:Zr stoichiometry, effectively compensating for the interface strain. These findings establish a critical design rule for interface and strain engineering, providing a pathway to reliable sub-10 nm hafnium-based ferroelectric devices.