Abstract: Cosmic rays with energies up to a few PeV are believed to originate from our own galaxy. However, the origin of Galactic cosmic rays has remained a mystery for over a century since their discovery. Recent breakthroughs in neutrino and gamma-ray astronomy have provided strong evidence for the existence of PeV particle accelerators, or PeVatrons, within the Milky Way galaxy. Among them, the H.E.S.S. observatory discovered a PeVatron within 10 parsecs of the center of our galaxy, suggesting that the supermassive black hole Sgr A* may be responsible. Despite being one of the least active supermassive black holes, Sgr A* may have acted as a potential particle accelerator. In this talk, I will describe our attempts to find observational evidence for Sgr A* to be a PeVatron, as well as how we can reconstruct Sgr A* activity history. Lastly, I will introduce our on-going multi-messenger efforts to identify other Galactic PeVatron candidates discovered by the LHAASO observatory in order to test whether they bear the nature of supernova remnants, pulsar wind nebula, young stellar clusters or black hole systems.