DNAzymes are catalytic DNA strands with interesting features such as high stability, versatile activity, and programmability. Interfacing DNAzymes with nanomaterials has boosted their function to achieve biosensing, intracellular imaging, smart materials, cleavage of viral/cancer RNA, and enhancing substrate specificity. This review starts with the introduction of a few commonly used DNAzymes for RNA cleavage, DNA cleavage, and peroxidation. The interactions of DNA and DNAzymes with various inorganic surfaces including gold, metal oxides, carbon‐based nanomaterials, metal–organic frameworks, and hydrogels are then discussed. DNAzymes can be adsorbed, covalently linked, or entrapped in these nanomaterials. After that, representative examples of applications are reviewed with an emphasis on the DNA/nanomaterials’ interfaces and fundamental chemical interactions. These examples include using nanomaterials for adsorbing DNAzymes and fluorescence quenching, producing a color change, assisting DNAzymes entering cells, supplying extra metal ions, and for molecularly imprinting target molecules. Finally, some key challenges in the field are discussed, and future research opportunities addressing these challenges are proposed.