Despite the effectiveness and selectivity of natural enzymes, their instability has paved the way for developing nanozymes with high peroxidase activity using a straightforward technique, thereby expanding their potential for multifunctional applications. Herein, meso-copper-Prussian blue microcubes (Meso-Cu-PBMCs) nanozymes were successfully prepared via a cost-effective hydrothermal route. It was found that the Cu-PBMCs nanozymes, with three-dimensional (3D) mesoporous cubic morphologies, exhibited an excellent peroxidase-like property. Based on the high affinity of Meso-Cu-PBMCs toward H2O2 (Km = 0.226 μM) and TMB (Km = 0.407 mM), a colorimetric sensor for in situ H2O2 detection was constructed. On account of the high catalytic activity, affinity, and cascade strategy, the Meso-Cu-PBMCs nanozyme generated rapid multicolor displays at varying H2O2 concentrations. Under optimized conditions, the proposed sensor exhibits a preferable sensitivity of 18.14 μA μM-1, a linear range of 10 nM-25 mM, and a detection limit of 6.36 nM (S/N = 10). The reliability of the sensor was verified by detecting H2O2 in spiked human blood serum and milk samples, as well as by detecting in situ H2O2 generated from the neuron cell SH-SY5Y. Besides, the Meso-Cu-PBMCs nanozyme facilitated the catalysis of H2O2 in cancer cells, generating •OH radicals that induce the death of cancer cells (HCT-116 colon cancer cells), which holds substantial potential for application in chemodynamic therapy (CDT). This proposed strategy holds promise for simple, rapid, inexpensive, and effective intracellular biosensing and offers a novel approach to improve CDT efficacy.