Sample efficiency is critical for online Reinforcement Learning from Human Feedback (RLHF). While existing works investigate sample-efficient online exploration strategies, the potential of utilizing misspecified yet relevant reward models to accelerate learning remains underexplored. This paper studies how to transfer knowledge from those imperfect reward models in online RLHF. We start by identifying a novel property of the KL-regularized RLHF objective: \emph{a policy's ability to cover the optimal policy is captured by its sub-optimality}. Building on this insight, we propose a theoretical transfer learning algorithm with provable benefits compared to standard online learning. Our approach achieves low regret in the early stage by quickly adapting to the best available source reward models without prior knowledge of their quality, and over time, it attains an $\tilde{O}(\sqrt{T})$ regret bound \emph{independent} of structural complexity measures. Inspired by our theoretical findings, we develop an empirical algorithm with improved computational efficiency, and demonstrate its effectiveness empirically in summarization tasks.