Limited by the insufficient catalytic substrates such as H2O2 and O2 in the tumor microenvironment (TME), the continual propelling of nanozymes catalysis therapy of cancer remains a challenge. Here, an all‐in‐one MnO2@PtAuRu nanoreactor is constructed for self‐propelled and cascade catalytic therapy of tumors. The MnO2@PtAuRu is constructed by using hollow MnO2 (≈150 nm) as the core‐carrier and ultrasmall PtAuRu nanoclusters (≈2 nm) anchoring on the surface MnO2. According to the glucose oxidase (GOD)/catalase (CAT)/peroxidase (POD) mimic multienzyme activity of PtAuRu nanoclusters, cascaded nanocatalytic reactions can be self‐replenishing to persistently produce •OH for superior chemodynamic therapy (CDT). Additionally, the MnO2 carrier can protect the ultrasmall PtAuRu nanoclusters during the circulation and the overexpressed glutathione (GSH) in the tumor can also be degraded by the MnO2 to synergy the CDT. The MnO2@PtAuRu displays obvious photothermal properties which further enhance the cascade catalytic ability and synergistic therapeutic effect. Therefore, this all‐in‐one nanozyme provides a promising strategy for the rational design of self‐replenishment and self‐replenishing cascade catalytic therapy of cancer.