Abstract Piezocatalytic hydrogen peroxide (H 2 O 2 ) production is a green synthesis method, but the rapid complexation of charge carriers in piezocatalysts and the difficulty of adsorbing substrates limit its performance. Here, metal‐organic cage‐coated gold nanoparticles are anchored on graphitic carbon nitride (MOC‐AuNP/g‐C 3 N 4 ) via hydrogen bond to serve as the multifunctional sites for efficient H 2 O 2 production. Experiments and theoretical calculations prove that MOC‐AuNP/g‐C 3 N 4 simultaneously optimize three key parts of piezocatalytic H 2 O 2 production: i) the MOC component enhances substrate (O 2 ) and product (H 2 O 2 ) adsorption via host–guest interaction and hinders the rapid decomposition of H 2 O 2 on MOC‐AuNP/g‐C 3 N 4 , ii) the AuNP component affords a strong interfacial electric field that significantly promotes the migration of electrons from g‐C 3 N 4 for O 2 reduction reaction (ORR), iii) holes are used for H 2 O oxidation reaction (WOR) to produce O 2 and H + to further promote ORR. Thus, MOC‐AuNP/g‐C 3 N 4 can be used as an efficient piezocatalyst to generate H 2 O 2 at rates up to 120.21 μmol g −1 h −1 in air and pure water without using sacrificial agents. This work proposes a new strategy for efficient piezocatalytic H 2 O 2 synthesis by constructing multiple active sites in semiconductor catalysts via hydrogen bonding, by enhancing substrate adsorption, rapid separation of electron‐hole pairs and preventing rapid decomposition of H 2 O 2 .