Nanozymes, nanomaterials with enzyme-like activities, are becoming powerful competitors and potential substitutes for natural enzymes because of their excellent performance. Nanozymes offer better structural stability over their respective natural enzymes. In consequence, nanozymes exhibit promising applications in different fields such as the biomedical sector (in vivo diagnostics/and therapeutics) and the environmental sector (detection and remediation of inorganic and organic pollutants). Prussian blue nanoparticles and their analogues are metal–organic frameworks (MOF) composed of alternating ferric and ferrous irons coordinated with cyanides. Such nanoparticles benefit from excellent biocompatibility and biosafety. Besides other important properties, such as a highly porous structure, Prussian blue nanoparticles show catalytic activities due to the iron atom that acts as metal sites for the catalysis. The different states of oxidation are responsible for the multicatalytic activities of such nanoparticles, namely peroxidase-like, catalase-like, and superoxide dismutase-like activities. Depending on the catalytic performance, these nanoparticles can generate or scavenge reactive oxygen species (ROS).