Molecular catalysts with well-defined single atom sites and coordination environments exhibit significant potential as oxygen reduction electrocatalysts, but suffering from the activity and stability issues. Herein, the ultrathin carbon shell supported FePc molecule electrocatalysts (FePc/TA-ONG-N), featuring with a direct oxygen bridging between FePc and carbon substrate, were designed and synthesized. The direct connection with oxygen atom on carbon substrate, certified by the Fourier transform infrared spectroscopy (FTIR) and extended X-ray absorption fine structure (EXAFS), can remarkably enhance the interaction and facilitate electron transfer from Fe, leading to an improved activity by reducing adsorption strength of intermediate species through lowering the d-band center position. The resultant half-wave potential of 0.902 V together with a Tafel slope of 23.64 mV·dec⁻¹ is superior to Pt/C and control samples. Such catalyst holds a promise as air-cathode electrocatalyst in Zn-air battery with excellent operation stability exceeding 80 h. The density functional theory (DFT) calculations and molecular dynamic simulations unveiled that the O-bridge can effectively stabilize the FePc molecule and function as electron buffer to donate/gain electrons to/from Fe atom during the adsorption of oxygenates. The current findings are insightful for developing molecular catalysts with high performance through substrate engineering and axial coordination.