Multiscale design of catalyst layers (CLs) is important to advancing hydrogen electrochemical conversion devices toward commercialized deployment, which has nevertheless been greatly hampered by the complex interplay among multiscale CL components, high synthesis cost and vast design space. We lack rational design and optimization techniques that can accurately reflect the nanostructure-performance relationship and cost-effectively search the design space. Here, we fill this gap with a deep generative artificial intelligence (AI) framework, GLIDER, that integrates recent generative AI, data-driven surrogate techniques and collective intelligence to efficiently search the optimal CL nanostructures driven by their electrochemical performance. GLIDER achieves realistic multiscale CL digital generation by leveraging the dimensionality-reduction ability of quantized vector-variational autoencoder. The powerful generative capability of GLIDER allows the efficient search of the optimal design parameters for the Pt-carbon-ionomer nanostructures of CLs. We also demonstrate that GLIDER is transferable to other fuel cell electrode microstructure generation, e.g., fibrous gas diffusion layers and solid oxide fuel cell anode. GLIDER is of potential as a digital tool for the design and optimization of broad electrochemical energy devices.