The yolk-shell structure has a unique advantage in lithium-ion batteries applications due to its ability to effectively buffer the volume expansion of the lithiation/delithiation process. However, its development is limited by the low contact point between the core and shell. Herein, we propose a general strategy of simultaneous construction of sufficient reserved space and multi-continuous active channels by pyrolysis of two carbon substrates. A double-shell structure consisting of Co₃O₄ anchored to hollow carbon sphere and external self-supporting zeolitic imidazolate framework (ZIF) layer was constructed by spray pyrolysis and additional carbon coating in-situ growth. In the process of high-temperature calcination, the carbon and nitrogen layers between the shells separate, creating additional space, while the Co₃O₄ particles between the shells remain are still in close contact to form continuous and fast electron conduction channels, which can realize better charge transfer. Due to the synergy of these design principles, the material has ultra-high initial discharge capacities of 2,183.1 mAh·g⁻¹ at 0.2 A·g⁻¹ with capacity of 1,121.36 mAh·g⁻¹ after 250 cycles, the long-term capacities retention rate is about 92.4% after 700 cycles at 1 A·g⁻¹. This unique channel-type double-shell structure fights a way out to prepare novel electrode materials with high performance.