The ‘enzyme prodrug therapy’ represents a promising strategy to overcome limitations of current cancer treatments by the systemic administration of prodrugs, converted by a foreign enzyme into an active anticancer compound directly in tumor sites. One example is D-amino acid oxidase (DAAO), a dimeric flavoenzyme able to catalyze the oxidative deamination of D-amino acids with production of hydrogen peroxide, a reactive oxygen species (ROS), able to favor cancer cells death. A DAAO variant containing five aminoacidic substitutions (mDAAO) was demonstrated to possess a better therapeutic efficacy under low O2 concentration than wild-type DAAO (wtDAAO). Recently, aiming to design promising nanocarriers for DAAO, multi-walled carbon nanotubes (MWCNTs) were functionalized with polyethylene glycol (PEG) to reduce their tendency to aggregation and to improve their biocompatibility. Here, wtDAAO and mDAAO were adsorbed on PEGylated MWCNTs and their activity and cytotoxicity were tested. While PEG-MWCNTs-DAAOs have shown a higher activity than pristine MWCNTs-DAAO (independently on the DAAO variant used), PEG-MWCNTs-mDAAO showed a higher cytotoxicity than PEG-MWCNTs-wtDAAO at low O2 concentration. In order to evaluate the nanocarriers’ biocompatibility, PEG-MWCNTs-DAAOs were incubated in human serum and the composition of protein corona was investigated via nLC-MS/MS, aiming to characterize both soft and hard coronas. The mDAAO variant has influenced the bio-corona composition in both number of proteins and presence of opsonins and dysopsonins: notably, the soft corona of PEG-MWCNTs-mDAAO contained less proteins and was more enriched in proteins able to inhibit the immune response than PEG-MWCNTs-wtDAAO. Considering the obtained results, the PEGylated MWCNTs conjugated with the mDAAO variant seems a promising candidate for a selective antitumor oxidative therapy: under anoxic-like conditions, this novel drug delivery system showed a remarkable cytotoxic effect controlled by the substrate addition, against different tumor cell lines, and a bio-corona composition devoted to prolong its blood circulation time, thus improving the drug’s biodistribution.