MnO2 has been explored for various applications in environmental and energy aspects. However, the thermal sensitivity of the MnO2 crystal structure never been studied. As a potential cathode material for fuel cell, α-MnO2 has a higher specific activity than Pt/C based on per metals cost. In this work, the physical and electrochemical properties of α-MnO2 nanorods were explored for the first time under thermal treatment with different temperatures (300, 400, and 500 °C). Under thermal treatment, oxygen vacancies were induced. The high-angle annular dark-field (HAADF) images and electron energy loss spectroscopy (EELS) have been taken to explore oxygen vacancies of α-MnO2 materials. From EELS and X-ray photoelectron spectroscopy (XPS) analysis, the oxygen vacancies on the α-MnO2 nanorods were strengthened with the temperature increasing. The sample with 400 °C treatment exhibited the best performance toward ORR, excellent methanol tolerance and higher stability compared to commercial Pt/C in alkaline media due to its combination of preferable growth on (211) plane and moderate oxygen vacancies as well as coexistence of Mn (IV)/ Mn (III) species. It was also observed the α-MnO2 nanorods tended to become longer and thinner with increasing temperature. This work suggests that the α-MnO2 nanorods are thermal sensitive materials and their performance for ORR can be boosted under certain temperatures.