Although numerous peroxidase (POD)‐like nanozymes have been designed for catalytic therapy of cancer, development of nanozymes with higher therapeutic efficacy and less adverse effects are challengeable. More importantly, the underlying antitumor mechanism remains largely unknown which hinders their application. Here, the nitrogen‐doped carbon nanozyme (N‐PCNS) as a model is utilized and demonstrated that its capacity to specifically activate the STING pathway in tumor cells through reactive oxgen species (ROS)‐mediated mitochondrial DNA (mtDNA) release, which provides the initial signals for STING‐dependent innate immune response. Further, a peptide‐nanozyme conjugate (PNEC, OPBP1‐N‐PCNS), comprising a PD‐L1 blocking/targeting dual‐functional peptide and a cationic‐coated N‐PCNS is constructed, which are conjugated through a matrix metalloproteinase responsive peptide linker. The cleaved derivate nanozyme with positive charge exhibits recyclable capacity and superior ability in capturing and enhancing the transcellular transport of tumor‐derived mtDNA toward DCs, thereby amplifying the STING signaling‐mediated anti‐tumor immune response. This study proposed a unique mechanism and design strategy for POD‐like nanozyme in cancer immunotherapy.