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Developing highly efficient non-Pt catalysts for fuel cells and metal-air batteries is highly desirable but still challenging due to the sluggish oxygen reduction reaction (ORR). Herein, a facile and efficient strategy is demonstrated to prepare N-doped carbon encapsulated ordered Pd-Fe intermetallic (O-Pd-Fe@NC/C) nanoparticles via a one-step thermal annealing method. The obtained O-Pd-Fe@NC/C nanoparticles show enhanced ORR activity, durability and anti-poisoning capacity in both acid and alkaline medium. When O-Pd-Fe@NC/C serving as cathode catalyst for Zn-air battery, it exhibits higher voltage platform and superior cycling performance with respect to the Zn-air battery based on the mixture of Pt/C and Ir/C catalysts. The enhanced electrocatalytic performance can be ascribed to the formation of face-centered tetragonal (fct) Pd-Fe nanoparticles, the protective action of the N-doped carbon layer and the interface confinement effect between them. The in situ formed N-doped carbon shell not only restrains the Pd-Fe ordered intermetallics from aggregating effectively during the thermal annealing process, but also provides a strong anchoring effect to avoid the detachment of Pd-Fe nanoparticles from the carbon support during the potential cycling. This facile carbon encapsulation strategy may also be extended to the preparation of a wide variety of N-doped carbon encapsulated intermetallic compounds for fuel cell application.