list comprehension for multiple return function?

First of all, you made a small mistake: it should be:

[f(value) for value in x]
#  ^ notice the `value`

instead of:

[f(x) for value in x]

Furthermore the point is that:

return 2*x,x

is short for:

return (2*x,x)

so a tuple. Your list comprehension thus generates a list of tuples, not a tuple of lists. The nice thing of zip however is that you can easily use it in reverse with the asterisk:

xlist,ylist = zip(*[f(value) for value in x])
#                 ^ with asterisk

Note that xlist and ylist will be tuples (since zip will be unpacked). If you want them to be lists, you can for instance use:

xlist,ylist = map(list,zip(*[f(value) for value in x]))

which results in:

>>> xlist
[0, 2, 4]
>>> ylist
[0, 1, 4]

(note that ranges start counting from 0)

Alternative: Another way to do this is of course:

xlist = [f(value)[0] for value in x]
ylist = [f(value)[1] for value in x]

But this is of course inelegantly and furthermore can be inefficient (given f is computationally expensive).

Let's make this work. The function is fine:

def f(x):
  return 2*x, x*x

But you want to define the range as follows, notice the starting and ending values:

x = range(1, 4)

Also, you have to call the function with the value, not with the list as parameter. And the final trick to unzip the result into two lists, is to simply zip(*lst) the result of the list comprehension:

xlist, ylist = zip(*[f(value) for value in x])

Now the result is as expected:

xlist 
=> [2, 4, 6]
ylist 
=> [1, 4, 9]