The rational design of high-performance nanozyme is of great significance in biosensors. Here, using zeolitic imidazolate framework-8 (ZIF-8) as the precursor, the Co nanoparticle/N-doped carbon nanotubes (Co/NCNT) with hollow core-shell structure were prepared by high temperature pyrolysis of ZIF-8@zeolitic imidazolate framework-67 (ZIF-8@ZIF-67), where ZIF-8@ZIF-67 was not only functionalized as the source of N and C for growth of NCNTs but also provided the template to form the hollow structures. Encapsulation of Co nanoparticles (NPs) in NCNT can effectively anchor active sites and avoid self-agglomeration. The synergistic effect of Co NPs and NCNT is beneficial to increasing the oxidase-mimicking activity significantly, while the hollow structure promotes the binding of the active sites with the substrate to increase the reaction rates. Hence, the Co/NCNT possessed oxidase-mimicking activity to catalyze colorless 3,3′,5,5′-tetramethylbenzidine (TMB) without H2O2, while the blue TMB+ can also quench the fluorescence of AuAg nanoclusters (NCs) by the internal filter effect. A colorimetric-fluorescence dual-mode immunosensor was established to achieve sensitive detection of ochratoxin A (OTA) in a linear detection range from 0.001 to 10 μg/L with a low detection limit of 0.21 ng/L (colorimetric) and 0.17 ng/L (fluorescence), respectively. Due to the independence and mutual corroboration of the signals, the dual-mode immunoassay is more accurate and reliable than the single-mode immunoassay for OTA. Significantly, the strategy lays a solid foundation for the design of MOF-based nanozymes and innovative inspiration in food visual analysis.