Chemodynamic therapy (CDT) employs Fenton catalysts to kill cancer cells by converting intracellular HO into hydroxyl radical (•OH), but endogenous HO is insufficient to achieve satisfactory anticancer efficacy. Despite tremendous efforts, engineering CDT agents with specific and efficient HO self-supplying ability remains a great challenge. Here, we report the fabrication of copper peroxide (CP) nanodot, which is the first example of a Fenton-type metal peroxide nanomaterial, and its use as an activatable agent for enhanced CDT by self-supplying HO. The CP nanodots were prepared through coordination of HO to Cu with the aid of hydroxide ion, which could be reversed by acid treatment. After endocytosis into tumor cells, acidic environment of endo/lysosomes accelerated the dissociation of CP nanodots, allowing simultaneous release of Fenton catalytic Cu and HO accompanied by a Fenton-type reaction between them. The resulting •OH induced lysosomal membrane permeabilization through lipid peroxidation and thus caused cell death via a lysosome-associated pathway. In addition to pH-dependent •OH generation property, CP nanodots with small particle size showed high tumor accumulation after intravenous administration, which enabled effective tumor growth inhibition with minimal side effects in vivo. Our work not only provides the first paradigm for fabricating Fenton-type metal peroxide nanomaterials, but also presents a new strategy to improve CDT efficacy.