The electrocatalytic conversion of oxygen to hydrogen peroxide offers a promising pathway for sustainable energy production. However, the development of catalysts that are highly active, stable, and cost-effective for hydrogen peroxide synthesis remains a significant challenge. In this study, a novel polyacid–based metal–organic coordination compound (Cu–PW) was synthesized using a hydrothermal approach. Cu–PW served as a precursor to construct a composite electrocatalyst featuring a heterointerface between CuWO4 and WO3 (CuWO4/WO3) through pyrolysis. The CuWO4/WO3 heterojunction exhibits an impressive H2O2 selectivity of 91.84% at 0.5 V, marking a 19.65% improvement compared to the pristine Cu–PW. Furthermore, the CuWO4/WO3 catalyst demonstrates exceptional stability, maintaining continuous operation for 29 h. At 0.1 V, it delivers a hydrogen peroxide yield of 1537.8 mmol g–1 h–1, with a Faraday efficiency (FE) of 85%. Additionally, this catalyst effectively degrades methyl blue, achieving a 95% removal from an aqueous system within 30 min. Theoretical analysis further corroborates the high electroactivity of CuWO4/WO3 heterojunction structure. The Cu–O–W bridge formed during the reaction facilitates interfacial electron transport and enhances the role of the W–O bond in proton adsorption and transfer kinetics. This strong interfacial coupling in CuWO4/WO3 promotes electron transfer and the formation of *OOH intermediates, thereby favoring hydrogen peroxide generation. Hence, the as-prepared CuWO4/WO3 demonstrates great potential as an efficient electrocatalyst for the green synthesis of hydrogen peroxide, exhibiting high efficiency as a two-electron oxygen reduction reaction catalyst. This work offers a new approach for fabricating CuWO4/WO3 electrocatalyst with high electroactivity and selectivity, paving the way for cost-effective and sustainable hydrogen peroxide production, significantly reducing reliance on the conventional anthraquinone process.