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This paper reports a robust strategy to catalyze in situ C–H oxidation by combining cobalt (Co) single-atom catalysts (SACs) and horseradish peroxidase (HRP). Co SACs were synthesized using the complex of Co phthalocyanine with 3-propanol pyridine at the two axial positions as the Co source to tune the coordination environment of Co by the stepwise removal of axial pyridine moieties under thermal annealing. These structural features of Co sites, as confirmed by infrared and X-ray absorption spectroscopy, were strongly correlated to their reactivity. All Co catalysts synthesized below 300 °C were inactive due to the full coordination of Co sites in octahedral geometry. Increasing the calcination temperature led to an improvement in catalytic activity for reducing O2, although molecular Co species with square planar coordination obtained below 600 °C were less selective to reduce O2 to H2O2 through the two-electron pathway. Co SACs obtained at 800 °C showed superior activity in producing H2O2 with a selectivity of 82–85% in a broad potential range. In situ production of H2O2 was further coupled with HRP to drive the selective C–H bond oxidation in 2-naphthol. Our strategy provides new insights into the design of highly effective, stable SACs for selective C–H bond activation when coupled with natural enzymes.