Enzymatic catalysis is of great importance due to its high catalytic activity and high selectivity. However, intrinsic fragile property of enzyme limits its application in a wide range, where inactive inorganic materials have proven promising in enhancing the stability of the enzyme in industry. Here, Prussian blue nanoparticles (PB) as peroxidase mimics were adopted for encapsulation of peroxidase, Cytochrome c (Cyt c). Prussian blue/Cytochrome c (PB@Cyt c) composite developed via in‐situ assembly exhibited a 2.6‐fold higher apparent enzymatic activity than the sum activity of equivalent Cyt c and PB due to synergistic effect. Mechanism investigation showed that interaction between irons ions from PB and carbonyl group and nitrogen from enzyme led to a favorable catalytic conformation of Cyt c. Moreover, PB shielded the encapsulated Cyt c against harsh conditions (e. g. high temperature and organic solvents). This new efficient hybrid catalyst would open opportunities for wide applications in biosensors and biocatalysis.