A well-defined structural morphology can significantly construct a special catalytic micro-reaction environment to enhance the catalytic performance of Pd catalyst in the direct synthesis of hydrogen peroxide from hydrogen and oxygen (DSHP). In this study, SiO2 was used as a rigid template, PdCl2 as the Pd precursor, and dopamine hydrochloride (DA) as the carbon and nitrogen source to synthesize a nest-shaped hollow-encapsulated Pd catalyst named PdMulti@ONHCS. This catalyst was successfully constructed via high-temperature pyrolysis of poly dimethyl diallyl ammonium chloride (PDDA), which generated a blasting effect crucial for this formation. Characterization analysis, catalytic performance evaluation experiment, and molecular dynamics simulation were conducted to explore the structure-performance relationship of PdMulti@ONHCS catalyst in DSHP. Both experimental and simulation results consistently showed that the nest-shaped hollow structure of PdMulti@ONHCS catalyst created a distinctive catalytic microreactor environment with a spatial mass transfer constraint, which was not only conducive to adsorption and enrichment of H2 and O2 at Pd active sites to produce H2O2. In addition, the generated H2O2 can be desorbed from Pd active sites in time and rapidly diffused into the reaction solution, effectively inhibiting the dissociation of species containing OO bonds on the Pd surface, resulting in severe hydrogenation and decomposition side reactions, and improving H2O2 productivity and selectivity.