Persistent luminescence nanoparticles (PLNPs) can achieve autofluorescence‐free afterglow imaging, while near‐infrared (NIR) emission realizes deep tissue imaging. Nanozymes integrate the merits of nanomaterials and enzyme‐mimicking activities with simple preparation. Here PLNPs are prepared of Zn1.2Ga1.6Ge0.2O4:Cr0.0075 with NIR emission at 700 nm. The PLNPs are then incubated with IrCl3 solution, and the nanoparticles are collected and annealed at 750 °C to obtain iridium@PLNPs. Iridium is observed on the PLNPs at the atomic level as a single‐atom nanozyme with peroxidase‐like catalytic activity, photothermal conversion, and computed tomography (CT) contrast capability. After coating with exosome membrane (EM), the Ir@PLNPs@EM composite exhibits long‐lasting NIR luminescence, peroxidase‐like catalytic activity, photothermal conversion, and CT contrast capability, with the targeting capability and biocompatibility from EM. Thus, NIR afterglow/photothermal/CT trimodal imaging‐guided photothermal‐chemodynamic combination therapy is realized as validated with the in vitro and in vivo inhibition of tumor growth, while toxicity and side effects are avoided as drug‐free treatment. This work offers a promising avenue for advanced single‐atom nanozyme@PLNPs to promote the development of nanozymes and PLNPs for clinical applications.