Nanozymes mediated catalytic therapy can produce toxic reactive oxygen species (ROS) and destroy the metabolic balance of tumor cells, providing a new direction for cancer treatment. However, the catalytic efficiency of a single nanozyme is limited by the complexity of the tumor microenvironment (hypoxia, GSH overexpression, etc.). In order to overcome these problems, we designed flower-like Co-doped FeSe2 (Co-FeSe2) nanozymes by a simple wet chemistry method. Co-FeSe2 nanozymes not only exhibit high POD and OXD-mimicking activities for facile kinetics, but also effectively consume over-expressed glutathione (GSH), inhibiting the consumption of generated ROS and destroying the metabolic balance of the tumor microenvironment. These catalytic reactions trigger cell death through apoptosis and ferroptosis dual pathways. More importantly, under the NIR II laser irradiation, the catalytic activities of Co-FeSe2 nanozymes are boosted, confirming the photothermal and catalytic synergistic tumor therapy. This study takes advantage of self-cascading engineering that offers new ideas for designing efficient redox nanozymes and promoting their clinical translation.