AbstractSingle‐atom nanozymes (SAzymes) with ultrahigh atom utilization efficiency have been extensively applied in reactive oxygen species (ROS)‐mediated cancer therapy. However, the high energy barriers of reaction intermediates on single‐atom sites and the overexpressed antioxidants in the tumor microenvironment restrict the amplification of tumor oxidative stress, resulting in unsatisfactory therapeutic efficacy. Herein, we report a multi‐enzyme mimetic MoCu dual‐atom nanozyme (MoCu DAzyme) with various catalytic active sites, which exhibits peroxidase, oxidase, glutathione (GSH) oxidase, and nicotinamide adenine dinucleotide phosphate (NADPH) oxidase mimicking activities. Compared with Mo SAzyme, the introduction of Cu atoms, formation of dual‐atom sites, and synergetic catalytic effects among various active sites enhance substrate adsorption and reduce the energy barrier, thereby endowing MoCu DAzyme with stronger catalytic activities. Benefiting from the above enzyme‐like activities, MoCu DAzyme can not only generate multiple ROS, but also deplete GSH and block its regeneration to trigger the cascade amplification of oxidative stress. Additionally, the strong optical absorption in the near‐infrared II bio‐window endows MoCu DAzyme with remarkable photothermal conversion performance. Consequently, MoCu DAzyme achieves high‐efficiency synergistic cancer treatment incorporating collaborative catalytic therapy and photothermal therapy. This work will advance the therapeutic applications of DAzymes and provide valuable insights for nanocatalytic cancer therapy.