Nanozymes, which are nanomaterials that replicate the catalytic activities of natural enzymes in biological systems, have recently demonstrated considerable potential in improving cancer immunotherapy by altering the tumor microenvironment. Nanozyme-driven immune responses represent an innovative therapeutic modality with high effectiveness and minimal side effects. These nanozymes activate the immune system to specifically recognize and destroy cancer cells. Combined with immunotherapeutic agents, nanozymes can amplify the anti-cancer effectiveness by integrating immune remodeling with immunogenic cell death (ICD). This review offers a thorough discussion about various nanozymes involved in anti-cancer immunity, including those mimicking catalase (CAT), superoxide dismutase (SOD), peroxidase (POD), and oxidase (OXD). It also discusses the challenges and future directions for translating nanozyme platforms into clinical applications, enhancing the susceptibility of cancer cells to immunotherapy. Nanozyme-based strategies have substantial potential in oncology, offering new and effective therapeutic options for cancer management.