The development of trifunctional catalysts integrated with the catalytic activities of oxygen reduction reaction (ORR), oxygen evolution reaction (OER) and hydrogen evolution reaction (HER) remains an important scientific challenge. The obvious preparation strategy is to load metal-based compounds on the non-metal element doped carbon catalyst. A compact interface between heterogeneous materials is the key to obtain efficient performance. Herein, the cobalt-boron-oxide nanosheets were embedded into the N, P dual-doped carbon nanosheets, and a compact composite catalyst (Co–B–O/NPC) was constructed using boron as a medium. The Co–B–O/NPC-50% catalyst exhibits the ORR catalytic activity surpassing Pt/C catalyst, the OER catalytic activity exceeding RuO2, and the excellent catalytic activity of HER. These three catalytic performances originated from synergy also exhibit good stabilities. The rechargeable zinc-air battery using Co–B–O/NPC-50% as the electrocatalyst exhibits the power density of 110.7 mW/cm2 and a stable charge-discharge cycling of more than 60 h. The overall water-splitting electrolyzer using Co–B–O/NPC as sole catalyst also exhibits excellent performance and stability. A complex energy-system that combines Zn-air battery, illumination and water-splitting was built due to trifunctional characteristics. This work not only presents a novel preparation strategy, but also can deepen the understanding of the structure-activity relationship of trifunctional electro-catalysts.