Natural enzyme systems possess extraordinary functions and characteristics, making them highly appealing for use in eco-friendly technologies and innovative cancer treatments. However, their inherent instability and structural complexity often limit their practical applications, leading to the exploration of biomolecular nanozyme alternatives. Supramolecular nanozymes, constructed using self-assembly techniques and various non-covalent interactions, have emerged as a promising solution. Amino acids, peptides, and protein motifs offer flexible building blocks for constructing these nanozymes. Importantly, the well-defined structural regulation mechanisms of biomolecular nanozymes, along with their unique properties as fundamental biological modules in living systems-such as selectivity, permeability, retention, and biocompatibility-present new opportunities for cancer therapy. This review highlights recent advances in supramolecular self-assembled nanozymes, including peroxidases, oxidases, catalases, superoxide dismutases, and other nanozyme systems, as building blocks for tumor therapy. Additionally, it discusses precise functional modulation through supramolecular non-covalent interactions and their therapeutic applications in targeting the tumor microenvironment. These studies provide valuable insights that may inspire the design of novel supramolecular nanozymes with enhanced catalytic selectivity, biocompatibility, and tumor-killing efficacy.