Industrial production of H2O2 requires lots of energy and causes environmental pollution. Moreover, in subsequent applications, much economic loss could be produced during the transportation process of H2O2 and its dilution process. Therefore, it is highly desirable for in situ application of H2O2. In recent years, catalytic synthesis of H2O2, e. g., direct catalytic synthesis, electrocatalytic synthesis, and photocatalytic synthesis, has attracted more and more attention because the continuous and low-concentration H2O2 produced by catalytic synthesis can be directly used for the oxidation of organic compounds, effectively avoiding the shortcomings of the current industrial route. Here, we briefly reviewed the latest processes for the catalytic production of H2O2 via various routes. On this basis, we summarized and discussed the in situ application of H2O2 in typical organic conversion reactions, including the ammoximation of ketones, the oxidation of alcohols, the oxidation of C-H bonds, and the oxidation of olefins. Some in situ coupling reactions have shown excellent performance with high conversion and selectivity, and the economic cost has been significantly reduced. Finally, the shortcomings of the in situ utilization of H2O2 in coupling reactions were analyzed, and some strategies for promoting the efficiency of the H2O2 application in organic synthesis were proposed.