The modification of cigarette filters with nanozymes has gradually emerged as a promising strategy for reducing the harmful effects of smoking by eliminating excessive harmful free radicals and remediating oxidative stress‐induced pulmonary injury. However, currently, available nanozymes‐integrated filters usually ignore safety concerns and fail to address the pungent odor of smoke, making it challenging to develop an individual system with high safety and effectiveness while considering these important factors. Herein, a novel smoke purifier (CDs/ME@MOF) is developed by alternatively introducing carbon dots nanozymes with excellent free radicals scavenging activity and Menthone masking the miscellaneous gas into a biocompatible γ‐cyclodextrin‐based metal–organic framework. The CDs/ME@MOF can act as a profitable additive incorporated with cigarette filters to achieve over 90% scavenging efficiency for cigarette smoke radicals and reduce the odor irritation. In the mice model, the CDs/ME@MOF composites demonstrated the significant inflammation suppression, antioxidant levels promotion, and notable lung tissues protection effect through elimination of free radicals. This work highlights the potential of CDs/ME@MOF as a safe, environmentally friendly, and multipurpose additive for modifying cigarette filter.