Chemodynamic immunotherapy that utilizes catalysts to produce reactive oxygen species (ROS) for killing tumor cells and arousing antitumor immunity has received considerable attention. However, it is still restricted by low ROS production efficiency and insufficient immune activation, due to intricate redox homeostasis in the tumor microenvironment (TME). Herein, a metalloprotein‐like hybrid nanozyme (FeS@GOx) is designed by in situ growth of nanozyme (ferrous sulfide, FeS) in a natural enzyme (glucose oxidase, GOx) to amplify ROS cascade for boosting chemodynamic immunotherapy. In FeS@GOx, GOx allows the conversion of endogenous glucose to gluconic acid and hydrogen peroxide, which provides favorable increasing hydrogen peroxide for subsequent Fenton reaction of FeS nanozymes, thus reinforcing ROS production. Notably, hydrogen sulfide (H2S) release is activated by the gluconic acid generation‐related pH decrease, which can suppress the activity of endogenous thioredoxin reductase and catalase to further inhibit ROS elimination. Thus, FeS@GOx can sustainably amplify ROS accumulation and perturb intracellular redox homeostasis to improve chemodynamic therapy and trigger robust immunogenic cell death for effective immunotherapy combined with immune checkpoint blockade. This work proposes a feasible H2S amplified ROS cascade strategy employing a bioinspired hybrid nanozyme, providing a novel pathway to multi‐enzyme‐mediated TME modulation for precise and efficient chemodynamic immunotherapy.