Multiple enzymes‐induced biological cascade catalysis guides efficient and selective substrate transformations in vivo. The biomimetic cascade systems, as ingenious strategies for signal transduction and amplification, have a wide range of applications in biosensing. However, the fragile nature of enzymes greatly limits their wide applications. In this regard, metal–organic frameworks (MOFs) with porous structures, unique nano/microenvironments, and good biocompatibility have been skillfully used as carriers to immobilize enzymes for shielding them against hash surroundings and improving the catalytic efficiency. For another, nanomaterials with enzyme‐like properties and brilliant stabilities (nanozymes), have been widely applied to ameliorate the low stability of the enzymes. Inheriting the abovementioned merits of MOFs, the performances of MOFs‐immboilized nanozymes could be significantly enhanced. Furthermore, in addition to carriers, some MOFs can also serve as nanozymes, expanding their applications in cascade systems. Herein, recent advances in the fabrication of efficient MOFs‐involving enzymes/nanozymes cascade systems and biosensing applications are highlighted. Integrating diversified signal output modes, including colorimetry, electrochemistry, fluorescence, chemiluminescence, and surface‐enhanced Raman scattering, sensitive detection of various targets (including biological molecules, environmental pollutants, enzyme activities, and so on) are realized. Finally, challenges and opportunities about further constructions and applications of MOFs‐involving cascade reaction systems are briefly put forward.