I tried proving it but I didn't use the fact of the subspace topology at all, therefore, I am doubting the correctness of the proof.
Let $X$ be a locally compact Hausdorff space and $Y$ an open subset of $X$. Since $X$ is a locally compact Hausdorff space, it is a regular space and since regularity is hereditary $Y$ is a regular space. Choose a random $x\in Y$ and a $U\subset Y$ such that $\overline{U}\subset Y$ with $x\in U$, we can do this because $Y$ is regular. since $\overline{U}$ is the closure of an open set in a locally compact space we know that $\overline{U}$ is compact in $X$. Therefore for every open cover of $\overline{U}$, there exists a finite subcover of $\overline{U}$. Because $Y$ is open in $X$, the intersection of (any open cover of $\overline{U}$ in $X$) and $Y$, would still be an open cover of $\overline{U}$ in $X$ therefore there exists a finite subcover for this open cover contained in $Y$. therefore $\overline{U}$ is compact in $Y$ which implies that $Y$ is locally compact.
Let $X$ be a locally compact Hausdorff space and $Y$ an open subset of $X$. Since $X$ is locally compact and Hausdorff $X$ is regular. Choose $x\in Y$, then there exists an open $U\subset X$ such that $\overline{U}$ is compact in $X$ with $x\in U$. Choose $V$ such that $\overline{V}\subset U$ and $\overline{V}\subset Y$ with $x\in V$ we can do this because $Y$ is regular. So $\overline{V}$ is a closed subset of a compact set, therefore $\overline{V}$ is compact in $X$. Therefore for every open cover of $\overline{V}$ there exists a finite subcover. The intersection of any open cover of $\overline{V}$ and $Y$ is open in $X$ because $Y$ is open, therefore for every open cover of $\overline{V}$ in $Y$ there exists a finite subcover in $Y$, therefore $Y$ is locally compact.