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Summary Hydrogen peroxide (H2O2) is receiving growing interest for energy storage because it can be locally synthesized from renewable energy through the two-electron water oxidation and the two-electron oxygen reduction reactions. Recently, engineering the microenvironment of existing catalysts has become a promising approach to address the activity, selectivity, and stability challenges of H2O2 synthesis and fuel cells, reducing the gap between theoretical prediction and experimental observations. We summarize these progresses from a multi-scale perspective, including tailoring the active sites on the catalytic surface, engineering the interface near the reactive sites, and improving the device design to achieve selective H2O2 conversion. Such strategies tune the thermodynamic energy barriers and reaction pathways, facilitate mass transfer for reactants and products, and stabilize the products and catalytic surfaces. The discussions here are expected to stimulate further efforts to achieve efficient on-site H2O2 production and power generation by H2O2 with high round-trip efficiency.