Gas-involving electrochemical reactions, like oxygen reduction reaction (ORR), oxygen evolution reaction (OER), and hydrogen evolution reaction (HER), are critical processes for energy-saving, environment-friendly energy conversion and storage technologies which gain increasing attention. The development of according electrocatalysts is key to boost their electrocatalytic performances. Dramatic efforts have been put into the development of advanced electrocatalysts to overcome sluggish kinetics. On the other hand, the electrode interfaces-architecture construction plays an equally important role for practical applications because these imperative electrode reactions generally proceed at triple-phase interfaces of gas, liquid electrolyte, and solid electrocatalyst. A desirable architecture should facilitate the complicate reactions occur at the triple-phase interfaces, which including mass diffusion, surface reaction and electron transfer. In this review, we will summarize some design principles and synthetic strategies for optimizing triple-phase interfaces of gas-involving electrocatalysis systematically, based on the electrode reaction process at the three-phase interfaces. It can be divided into three main optimization directions: exposure of active sites, promotion of mass diffusion and acceleration of electron transfer. Furthermore, we especially highlight several remarkable works with comprehensive optimization about specific energy conversion devices, including metal-air batteries, fuel cells, and water-splitting devices are demonstrated with superb efficiency. In the last section, the perspectives and challenges in the future are proposed.