In response to energy challenges, rechargeable zinc-air batteries (RZABs) serve as an ideal platform for energy storage with a high energy density and safety. Nevertheless, addressing the sluggish oxygen reduction reaction (ORR) and oxygen evolution reaction (OER) in RZAB requires highly active and robust electrocatalysts. High-entropy Prussian blue analogues (HEPBAs), formed by mixing diverse metals within a single lattice, exhibit enhanced stability due to their increased mixing entropy, which lowers the Gibbs free energy. HEPBAs innately enable sacrificial templating, an effective way to synthesize complex structures. Impressively, in this study, we successfully transform HEPBAs into exquisite multiphase (multimetallic alloy, metal carbide, and metal oxide) heterostructure nanoparticles through a controlled synthesis process. The elusive multiphase heterostructure nanoparticles manifested two active sites for selective ORR and OER. By integrating CNT into HEPBA-derived nanoparticles (HEPBA/CNT-800), the HEPBA/CNT-800 demonstrates superior activity toward both ORR (E1/2 = 0.77 V) in a 0.1 M KOH solution and the OER (η = 330 mV at 50 mA cm-2) in a 1 M KOH solution. The RZAB with a HEPBA/CNT-based air electrode demonstrated an open-circuit voltage of 1.39 V and provided a significant energy density of 71 mW cm-2. Moreover, the charge and discharge cycles lasting up to 40 h at a current density of 5 mA cm-2 demonstrate its excellent stability. This work provides an alternative avenue for the rational design of HEPBA's derivative for a sustainable rechargeable metal-air battery platform.