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[Display omitted] • The catalysts contain multi-active sites. • The micro twinning structure promotes catalytic activity towards different reactions. • The synergic effect exists and leads to the deviation from the Scaling Effect. The twinning structure could lead to unexpected effects on electrocatalytic performance; however, research on relevant mechanisms is still rare and there is still a lack of an effective and convenient strategy to introduce twinning structures into nanoparticles. In this work, inspired by the in-situ fcc-hcp phase transition in metals and benefiting from the features of Prussian blue analogues (PBAs), N-doped carbon cages-coated CoNi nanoparticles, which contain multi-active sites including alloyed nanoparticles, micro twinning structures and single atom sites could be effectively fabricated by pyrolyzing of CoNi-based PBAs. The catalyst exhibits an obvious enhancement in oxygen evolution/reduction reaction and hydrogen evolution reaction under alkaline conditions. Theoretical calculations verify that the micro-twinning structures originating from the fcc-hcp phase transition promote electrocatalytic activities significantly due to the optimized adsorption energy towards different intermediates. Moreover, the synergic effect between the multi-active sites may further optimize the electronic structures and lead to the deviation from the Scaling Effect. The water-splitting device and Zinc-Air battery are also assembled based on this micro- twinning electrocatalyst, which yields a maximum power density of 95 mW cm−2 and a low voltage of 1.76 V to reach 10 mA cm−2 current density, respectively. In all, this work contributes a simple and universal strategy to introduce both the multi-active sites and the twinning structure into transition metal-based catalysts, which improves the multi-catalytic activity towards different reactions significantly. [ABSTRACT FROM AUTHOR]