As next-generation artificial enzymes, nanozymes have shown great promise for tumor catalytic therapy. In particular, their peroxidase-like activity has been employed to catalyze hydrogen peroxide (HO) to produce highly toxic hydroxyl radicals (OH) to kill tumor cells. However, limited by the low affinity between nanozymes with HO and the low level of HO in the tumor microenvironment, peroxidase nanozymes usually produced insufficient OH to kill tumor cells for therapeutic purposes. Herein, we present a pyrite peroxidase nanozyme with ultrahigh HO affinity, resulting in a 4144- and 3086-fold increase of catalytic activity compared with that of classical FeO nanozyme and natural horseradish peroxidase, respectively. We found that the pyrite nanozyme also possesses intrinsic glutathione oxidase-like activity, which catalyzes the oxidation of reduced glutathione accompanied by HO generation. Thus, the dual-activity pyrite nanozyme constitutes a self-cascade platform to generate abundant OH and deplete reduced glutathione, which induces apoptosis as well as ferroptosis of tumor cells. Consequently, it killed apoptosis-resistant tumor cells harboring KRAS mutation by inducing ferroptosis. The pyrite nanozyme also exhibited favorable tumor-specific cytotoxicity and biodegradability to ensure its biosafety. These results indicate that the high-performance pyrite nanozyme is an effective therapeutic reagent and may aid the development of nanozyme-based tumor catalytic therapy.