Given that traditional anticancer therapies fail to significantly improve the prognoses, new modalities with high efficiency are urgently needed. Herein, a nanozyme-based formulation, which synergized efficient ferroptosis with immunomodulation for high-performance cancer therapy, was constructed. Specifically, ultrasmall CaO₂ and Fe₃O₄ nanoparticles (NPs) were co-loaded onto dendritic mesoporous silica nanoparticles (DMSN) followed by coating with the pH-responsive membrane, which could not only prevent the leakage of the cargos but also realize tumor-specific release. After intravenous injection, the H⁺ ions in a weak acidic microenvironment triggered the cascade reaction by reacting with CaO₂ and produced abundant H₂O₂ in the tumor tissue. Subsequently, the produced H₂O₂ was catalyzed into toxic hydroxyl radicals (˙OH) through a Fenton-like reaction mediated by Fe₃O₄ NPs and induced ferroptosis, which promoted the release of tumor-associated antigens and generated an immunogenic tumor microenvironment (TME). Furthermore, immunomodulation was achieved by the polarization of tumor-associated macrophages (TAMs) induced by pH changes. The efficient ferroptosis and immunomodulation cooperatively paved the way for the inhibition of tumors. Beyond the inhibition of the primary tumor, the formulation could also efficiently provoke the immune response to exert a potent anticancer effect through combining with an immune checkpoint blockade. After being co-loaded with aCD47, the phagocytes could be stimulated and enhance the uptake efficiency of the tumor antigens to realize efficient immunotherapy with few abnormalities. Our approach thus offers a versatile formulation to realize the synergism of ferroptosis and immunomodulation/immunotherapy for high-performance cancer therapy.