The active‐site density, intrinsic activity, and durability of Pd‐based materials for oxygen reduction reaction (ORR) are critical to their application in industrial energy devices. This work constructs a series of carbon‐based rare‐earth (RE) oxides (Gd2O3, Sm2O3, Eu2O3, and CeO2) by using RE metal‐organic frameworks to tune the ORR performance of the Pd sites through the Pd‐RExOy interface interaction. Taking Pd‐Gd2O3/C as a representative, it is identified that the strong coupling between Pd and Gd2O3 induces the formation of the Pd‐O‐Gd bridge, which triggers charge redistribution of Pd and Gd2O3. The screened Pd‐Gd2O3/C exhibits impressive ORR performance with high onset potential (0.986 VRHE), half‐wave potential (0.877 VRHE), and excellent stability. Similar ORR results are also found for Pd‐Sm2O3/C, Pd‐Eu2O3/C, and Pd‐CeO2/C catalysts. Theoretical analyses reveal that the coupling between Pd and Gd2O3 promotes electron transfer through the Pd‐O‐Gd bridge, which induces the antibonding‐orbital occupancy of Pd‐*OH for the optimization of *OH adsorption in the rate‐determining step of ORR. The pH‐dependent microkinetic modeling shows that Pd‐Gd2O3 is close to the theoretical optimal activity for ORR, outperforming Pt under the same conditions. By its ascendancy in ORR, the Pd‐Gd2O3/C exhibits superior performance in Zn‐air battery as an air cathode, implying its excellent practicability.