Controlling the dissolution of urea and inhibitors, improving the regulation ability of inhibitors to soil nitrogen transformation, and reducing the negative impact of nitrogen fertilization on the environment are the research hotspots in the field of slow/controlled-release fertilizer around the world. This study used natural rubber (NR)-modified epoxy resin (ER) as coating materials to prepare coated controlled-release urea (CU) and coated inhibitor synergist particles. Six treatments comprising different nitrogen (N) fertilizations were set up: CK (no nitrogen fertilizer), U (urea), CU and coated urease/nitrification inhibitor synergistic urea (CISU) of NCU (coated N-(n-butyl) thio-phosphoric triamide (NBPT) particles + CU), DCU (coated 3,4-dimethylpyrazole phosphate (DMPP) particles + CU), and NDCU (coated (NBPT + DMPP) particles + CU). The results of ammonia (NH3) volatilization and soil column leaching experiments showed that cumulative NH3 volatilization losses were reduced by 33, 22, and 27% and inorganic nitrogen leaching losses were reduced by 33, 31, and 43% from NCU, DCU, and NDCU treatments, respectively, in comparison with the U treatment. Moreover, results of the pot experiment revealed that CISU treatment could enhance soil N supply continuously and improve maize yield and its N use efficiency (NUE). In comparison with CU, NCU, and DCU, the NDCU treatment significantly increased the maize yield by 5, 15, and 31%, and the NUE by 8, 15, and 27%, respectively. The NDCU exhibited better agronomic effectiveness with a higher NUE than NCU and DCU. It is recommended that coated urease + nitrification inhibitor particles and coated urea could be combined for preparing a novel, environment friendly coated urease/nitrification inhibitor synergistic urea having high agronomic efficacy, NUE, and low N loss.