Chemodynamic therapy (CDT) faces critical challenges including low reactive oxygen species (ROS) generation efficiency, short-lived oxidative stress, antioxidative tumor microenvironment (TME), and other limiting factors. Although nanozymes demonstrate remarkable ROS-generating capacity, the influence of electron transfer mechanisms on nanozyme activity remains rarely reported. Herein, a double-layer hollow nanozyme Cu2-x/CeO2@ICG (CCI) with multiple catalytic activities was designed to enhance the electron transfer between Cu and CeO₂ through its unique structure, activating peroxidase (POD), oxidase (OXD), and catalase (CAT) enzyme-like activities for TME-responsive cascade catalysis. Further density functional theory (DFT) calculations reconfirm the outstanding catalytic activity. Experiments demonstrate that the CCI nanozyme significantly enhances the tumor therapeutic efficacy through the following mechanisms: (1) the distinctive double-layer hollow architecture with a higher volume specific surface area substantially enhances electron transfer, (2) the nanozyme, possessing POD- and OXD-like enzymatic activities, efficiently converts H2O2/O2 into ·OH/·O₂-, respectively. Meanwhile, the CAT-like activity alleviates tumor hypoxia, thereby enhancing both photodynamic therapy (PDT) efficacy and OXD-like activity, (3) Cu2+/Ce4+-mediated glutathione (GSH) depletion disrupts the ROS-antioxidant balance, and ROS levels in TME are further elevated, (4) the combination of photothermal therapy (PTT)/PDT and CDT achieves sustained ROS accumulation. This study provides a novel nanozyme catalytic strategy to overcome the limitations of traditional CDT, demonstrating the clinical potential of multimodal cascade therapy.