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Porous, defective, gray cerium oxide (g-CeO2–x ) microspheres 4.8 μm in size were synthesized as a multifunctional nanozyme with catalase-, peroxidase-, and oxidase-like activities by the reduction of monodisperse-porous cerium oxide (CeO2) microspheres. Higher Ce­(III) atomic fraction, more oxygen vacancy, and lower oxygen content on the surface of g-CeO2–x microspheres were shown by Raman and X-ray photoelectron spectroscopy. Band gap energies of plain CeO2 and g-CeO2–x microspheres were determined as 3.0 and 2.4 eV, respectively. Reactive oxygen species (ROS) related to the enzyme-mimetic activity of g-CeO2–x microspheres were determined as singlet oxygen (1O2•) and superoxide anion (•O2 –) by ESR spectroscopy. Michaelis–Menten plots sketched for catalase-, peroxidase-, and oxidase-like activities provided superior maximum substrate consumption rates for g-CeO2–x microspheres. Oxidase- and peroxidase-like activities were used for developing colorimetric and fluorometric protocols for the detection of nitrite as a common pollutant, respectively. g-CeO2–x microspheres also exhibited a photothermal response explained by enhanced light adsorption originated from more oxygen vacancies. A temperature elevation up to 19 °C was obtained under near infrared laser irradiation at 808 nm. Photothermal response accompanying with multifunctional enzyme-mimetic activities makes the porous nanozyme a promising synergistic therapy agent capable of overcoming hypoxia and generating additional ROS in a tumor microenvironment.