An electrochemical sensor was developed for the detection of hydrogen peroxide (H2O2),utilizing the synergistic effects of graphene (Gr) and MOF-on-MOF nanozymes (FeCu-NZs). Initially, Fe-MOF with peroxide-like activity is synthesized using a solvothermal method. Subsequently, the organic ligand on its surface binds Cu2+, enhancing the enzyme-like activity further. The resulting FeCu-NZs exhibit a distinctive electrochemical signal in response to H2O2. Moreover, integrating FeCu-NZs with Gr significantly amplifies the electrochemical signal and effectively reduces the sensor's detection limit. The developed sensor exhibited linear ranges of 0.1-3800 μM, with a limit of detection (LOD) of 0.06 μM. Additionally, FeCu-NZs catalyze H2O2 to generate abundant •OH radicals, and colorimetric detection of H2O2 is facilitated using the color rendering principle of 3,3',5,5'-tetramethylbenzidine (TMB). Notably, this detection method was applied to determine H2O2 concentrations in real samples, achieving a recovery exceeding 95.7%. In summary, this research provides a practical platform for the construction of traditional nanozymes and the integration of electrochemical systems, which have broad applications in food analysis, environmental monitoring, and medical diagnosis.