Zn-air battery, as an ideal energy conversion and storage device, is always limited by the expensive and less-than-ideal air electrode materials. The coupling of outstanding oxygen evolution reaction (OER) active sites (oxides derived from Co-Fe nitrides) and superior oxygen reduction reaction (ORR) active centers (metal-N-C and graphitic N) to acquire high-performance and low-cost catalysts is an ideal solution. Herein, we have successfully combined cobalt-iron bimetallic nitrides with N-doped multi-walled carbon nanotubes (Co-Fe-N@MWCNT) as a robust bifunctional material. Benefiting from the synergistic effect between Co, Fe and MWCNTs, Co-Fe-N@MWCNT not only possesses large electrochemically active surface area and effective transport path, but also realizes the integration of superior OER and ORR active sites. Only a low overpotential (290mV) is needed to achieve a current density of 10mA cm-2 for OER and the ORR catalytic activity is close to that of the commercial Pt/C. Additionally, Co-Fe-N@MWCNT as an ideal air electrode material can also be applied in Zn-air battery, which exhibits low voltage drop and favorable stability. The voltage gap has a slight change (about 0.03V) even after 100 cycles of galvanostatic charge-discharge. More importantly, the synthetic strategy in our work may facilitate the design of more high-efficient bifunctional catalysts in various domains.