Proton-coupled electron transfer (PCET) reactions at various interfaces (liquid/membrane, solid/electrolyte, liquid/liquid) lie at the heart of many processes in biology and chemistry. Mechanistic study can provide profound understanding of PCET and rational design of new systems. However, most mechanisms of PCET reactions at a liquid/liquid interface have been proposed based on electrochemical and spectroscopic data, which lack direct evidence for possible intermediates. Moreover, a liquid/liquid interface as one type of soft interface is dynamic, making the investigation of interfacial reactions very challenging. Herein a novel electrochemistry method coupled to mass spectrometry (EC-MS) was introduced for in situ study of the oxygen reduction reaction (ORR) by ferrocene (Fc) under catalysis from cobalt tetraphenylporphine (CoTPP) at liquid/liquid interfaces. The key units are two types of gel hybrid ultramicroelectrodes (agar-gel/organic hybrid ultramicroelectrodes and water/PVC-gel hybrid ultramicroelectrodes), which were made based on dual micro- or nanopipettes. A solidified liquid/liquid interface can be formed at the tip of these pipettes, and it serves as both an electrochemical cell and a nanospray emitter for mass spectrometry. We demonstrated that the solidified L/L interfaces were very similar to typical L/L interfaces. Key CoTPP intermediates of the ORR at the liquid/liquid interfaces were identified for the first time, and the four-electron oxygen reduction pathway predominated, which provides valuable insights into the mechanism of the ORR. Theoretical simulation has further supported the possibility of formation of intermediates. This type of platform is promising for in situ tracking and identifying intermediates to study complicated reactions at liquid/liquid interfaces or other soft interfaces.