Hydrophilicity‐hydrophobicity modulation of active sites provides a promising strategy for enhancing catalytic performance. Current researches focus on the influence of substrate molecules, however, the role of H2O molecules is often overlooked in nanozyme‐catalyzed reactions. Herein, bioinspired Pt@ZIF‐R (R = ‐90, ‐8, ‐8@TMS, where TMS is tetraethoxysilane) nanozymes are designed as model catalysts, with Pt nanoparticles as active centers and metal organic‐framework nanocavities as hydrophilic‐hydrophobic binding pockets, revealing the critical role of H2O in the peroxidase‐like catalytic process of H2O2 decomposition. A positive correlation between catalytic activity and hydrophobicity is observed, and strong hydrophobic Pt@ZIF‐8@TMS nanozyme exhibits the best catalytic performance. Theoretical calculations indicate that as hydrophobicity increases, solvent H2O reduces the competitive adsorption with H2O2 and decreases the energy barrier of the rate‐determining step (2*O→*O2) simultaneously. In addition, the desorption of the product H2O is thermodynamically favorable with increasing hydrophobicity. Importantly, Pt@ZIF‐8@TMS nanozyme is successfully used to develop a colorimetric biosensor for the detection of organophosphorus pesticides, with a detection limit as low as 0.7 ng mL−1, which is superior to numerous existing methods. This work provides fundamental insights into the function of hydrophobicity in boosting catalytic activity, which may offer guidance for the development of efficient nanozymes.