Nanozymes have shown significant potential in cancer catalytic therapy by strategically catalyzing tumor-associated substances and metabolites into toxic reactive oxygen species (ROS) in situ, thereby inducing oxidative stress and promoting cancer cell death. However, within the complex tumor microenvironment (TME), the rational design of nanozymes and factors like activity, reaction substrates, and the TME itself significantly influence the efficiency of ROS generation. To address these limitations, recent research has focused on exploring the factors that affect activity and developing nanozyme-based cascade catalytic systems, which can trigger two or more cascade catalytic processes within tumors, thereby producing more therapeutic substances and achieving efficient and stable cancer therapy with minimal side effects. This area has shown remarkable progress. This Perspective provides a comprehensive overview of nanozymes, covering their classification and fundamentals. The regulation of nanozyme activity and efficient strategies of rational design are discussed in detail. Furthermore, representative paradigms for the successful construction of cascade catalytic systems for cancer treatment are summarized with a focus on revealing the underlying catalytic mechanisms. Finally, we address the current challenges and future prospects for the development of nanozyme-based cascade catalytic systems in biomedical applications.