Herein, we report molten salts derived, cube‐shaped CuWO4 nanoparticles (50±5 nm) as multi‐functional catalysts in electrochemical and photo‐electrochemical studies. The formation of pure phase cube‐shaped CuWO4 nanoparticles (CWO‐NPs) is analyzed by X‐ray diffraction, Raman spectroscopy, X‐ray photo‐electron spectroscopy (XPS) and field‐emission electron microscopy (FE‐SEM and FE‐TEM). CWO‐NPs show remarkable bi‐functional electro‐catalytic behavior for the oxygen evolution (OER) and oxygen reduction reactions (ORR) in 1.0 M KOH electrolyte solution. Polarization studies of CWO‐NPs exhibit low over‐potential (∼260 mV) at 1 mA/cm2 and low Tafel slope value (∼190 mV/dec) for OER compared to bulk or other oxides. Polarization studies with controlled electrode rotation reveal a four‐electron pathway for the water electrolysis reaction for OER/ORR. In addition, CWO‐NPs show promising capacitive behavior with specific capacitance values of ∼230 F/g using 1 M KOH electrolyte. Galvanostatic charge‐discharge (GCD) studies of CWO‐NPs displays low energy loss during discharge time for 50 segments. To further investigate the potential for industrial applications, the stability of the electrodes is also examined using chrono‐amperometry (CA) at fixed potential, chrono‐potentiometry (CP) at fixed current density, and cyclic voltammetry (CV) with 50 cycles.