Hydrogen peroxide (H₂O₂) synthesis by electrochemical oxygen reduction reaction has attracted great attention as a green substitute for anthraquinone process. However, low oxygen utilization efficiency (<1%) and high energy consumption remain obstacles. Herein we propose a superhydrophobic natural air diffusion electrode (NADE) to greatly improve the oxygen diffusion coefficient at the cathode about 5.7 times as compared to the normal gas diffusion electrode (GDE) system. NADE allows the oxygen to be naturally diffused to the reaction interface, eliminating the need to pump oxygen/air to overcome the resistance of the gas diffusion layer, resulting in fast H₂O₂production (101.67 mg h^-1cm^-2) with a high oxygen utilization efficiency (44.5%–64.9%). Long-term operation stability of NADE and its high current efficiency under high current density indicate great potential to replace normal GDE for H₂O₂electrosynthesis and environmental remediation on an industrial scale.