Abstract Specific regulation of the tumor microenvironment (TME) is a potential strategy for tumor therapy. Although many TME‐responsive nanozymes have been developed for tumor therapy, the limited substrates affect the therapeutic effect. In this study, cerium single‐atom nanozymes (Ce SAs) are prepared by immobilizing cerium (Ce) using zeolitic imidazolate framework‐8 (ZIF‐8) as a precursor. The reversible conversion between Ce 3+ and Ce 4+ endows Ce SAs with multiple enzyme‐like activities, such as peroxidase (POD)‐like activity, oxidase (OD)‐like activity, catalase (CAT)‐like activity, glucose oxidase (GOD)‐like activity, and glutathione peroxidase (GSH‐Px)‐like activity. All of the above enzyme activities give Ce SAs cascade self‐circulation properties and can be used for tumor therapy in the TME. In addition, the prepared Ce SAs also have photothermal properties, which can achieve photothermal therapy (PTT) of tumor cells under 808 nm near‐infrared (NIR) irradiation. Combining the cascade self‐cycling enzyme‐like activities and the photothermal properties of Ce SAs, this synergistic therapy makes Ce SAs have attractive efficacy in tumor treatment.