We present a new multi-phase sub-resolution model for star formation and feedback in SPH numerical simulations of galaxy formation. Our model, called MUPPI (MUlti-Phase Particle Integrator), describes each gas particle as a multi-phase system, with cold and hot gas phases, coexisting in pressure equilibrium, and a stellar component. Cooling of the hot tenuous gas phase feeds the cold gas phase. Stars are formed out of molecular gas with a given efficiency, which scales with the dynamical time of the cold phase. Our prescription for star formation is not based on imposing the Schmidt-Kennicutt relation, which is instead naturally produced by MUPPI. Energy from supernova explosions is deposited partly into the hot phase of the gas particles, and partly to that of neighboring particles. Mass and energy flows among the different phases of each particle are described by a set of ordinary differential equations which we explicitly integrate for each gas particle, instead of relying on equilibrium solutions. This system of equations also includes the response of the multi-phase structure to energy changes associated to the thermodynamics of the gas. We apply our model to two isolated disk galaxy simulations and two spherical cooling flows. MUPPI is able to reproduce the Schmidt-Kennicutt relation for disc galaxies. It also reproduces the basic properties of the inter-stellar medium in disc galaxies, the surface densities of cold and molecular gas, of stars and of star formation rate, the vertical velocity dispersion of cold clouds and the flows connected to the galactic fountains. Quite remarkably, MUPPI also provides efficient stellar feedback without the need to include a scheme of kinetic energy feedback. [abridged]
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