Biocatalytic transformations in living organisms, such as multi-enzyme catalytic cascades, proceed in different cellular membrane-compartmentalized organelles with high efficiency. Nevertheless, it remains challenging to mimicking biocatalytic cascade processes in natural systems. Herein, we demonstrate that multi-shelled metal-organic frameworks (MOFs) can be used as a hierarchical scaffold to spatially organize enzymes on nanoscale to enhance cascade catalytic efficiency. Encapsulating multi-enzymes with multi-shelled MOFs by epitaxial shell-by-shell overgrowth leads to 5.8~13.5-fold enhancements in catalytic efficiencies compared with free enzymes in solution. Importantly, multi-shelled MOFs can act as a multi-spatial-compartmental nanoreactor that allows physically compartmentalize multiple enzymes in a single MOF nanoparticle for operating incompatible tandem biocatalytic reaction in one pot. Additionally, we use nanoscale Fourier transform infrared (nano-FTIR) spectroscopy to resolve nanoscale heterogeneity of vibrational activity associated to enzymes encapsulated in multi-shelled MOFs. Furthermore, multi-shelled MOFs enable facile control of multi-enzyme positions according to specific tandem reaction routes, in which close positioning of enzyme-1-loaded and enzyme-2-loaded shells along the inner-to-outer shells could effectively facilitate mass transportation to promote efficient tandem biocatalytic reaction. This work is anticipated to shed new light on designing efficient multi-enzyme catalytic cascades to encourage applications in many chemical and pharmaceutical industrial processes.