Efficient　and　stable　nonprecious　metal　electrocatalysts　for　oxygen　reduction　are　of　great　significance　in　some　important　electrochemical　energy　storage　and　conversion　systems.　As　a　unique　class　of　porous　hybrid　materials,　metal-organic　frameworks　(MOFs)　and　their　composites　are　recently　considered　as　promising　precursors　to　derive　advanced　functional　materials　with　controlled　structures　and　compositions.　Here,　an　＂MOF-in-MOF　hybrid＂　confined　pyrolysis　strategy　is　developed　for　the　synthesis　of　porous　Fe-Co　alloy/N-doped　carbon　cages.　A　unique　＂MOF-in-MOF　hybrid＂　architecture　constructed　from　a　Zn-based　MOF　core　and　a　Co-based　MOF　hybrid　shell　encapsulated　with　FeOOH　nanorods　is　first　prepared,　followed　by　a　pyrolysis　process　to　obtain　a　cage-shaped　hybrid　material　consisting　of　Fe-Co　alloy　nanocrystallites　evenly　distributed　inside　a　porous　N-doped　carbon　microshell.　Of　note,　this　strategy　can　be　extended　to　synthesize　many　other　multifunctional　＂nanosubstrate-in-MOF　hybrid＂　core-shelled　structures.　Benefiting　from　the　structural　and　compositional　advantages,　the　as-derived　hybrid　cages　exhibit　superior　electrocatalytic　performance　for　the　oxygen　reduction　reaction　in　alkaline　solution.　The　present　approach　may　provide　some　insight　in　design　and　synthesis　of　complex　MOF　hybrid　structures　and　their　derived　functional　materials　for　energy　storage　and　conversion　applications.