Biomimic nanozymes coassembled by peptides or proteins and small active molecules provide an effective strategy to design attractive nanozymes. Although some promising nanozymes have been reported, rational regulation for higher catalytic activity of biomimic nanozymes remains challenging. Hence, we proposed a novel biomimic nanozyme by encapsulating the coassembly of hemin/bovine serum albumin (BSA) in zeolite imidazolate frameworks (ZIF-8) to achieve controllable tailoring of peroxidase-like activity via the confinement effect. The assembly of Hemin@BSA was inspired by the structure of horseradish peroxidase (HRP), in which hemin served as the active cofactor surrounded by BSA as a blocking pocket to construct a favorable hydrophobic space for substrate enrichment. Benefiting from the confinement effect, ZIF-8 with a porous intracavity was identified as the ideal outer layer for Hemin@BSA to accelerate substrate transport and achieve internal circulation of peroxidase-like catalysis, significantly enhancing its peroxidase-like activity. Especially, the precise encapsulation of Hemin@BSA in ZIF-8 could also prevent it from decomposition in harsh environments by rapid crystallization around Hemin@BSA to form a protective shell. Based on the improved peroxidase-like activity of Hemin@BSA@ZIF-8, several applications were successfully performed for the sensitive detection of small molecules including HO, glucose, and bisphenol A (BPA). Satisfactory results highlight that using a ZIF-8 outer layer to encapsulate Hemin@BSA offers a very effective and successful strategy to improve the peroxidase-like activity and the stability of biomimic nanozymes, broadening the potential application of biocatalytic metal-organic frameworks (MOFs).