Given the superiorities in catalytic stability, production cost and performance tunability over natural bio-enzymes, artificial nanomaterials featuring enzyme-like characteristics (nanozymes) have drawn extensive attention from the academic community in the past decade. With these merits, they are intensively tested for sensing, biomedicine and environmental engineering. Especially in the analytical sensing field, enzyme mimics have found wide use for biochemical detection, environmental monitoring and food analysis. More fascinatingly, rational design enables one fabrication of enzyme-like materials with versatile activities, which show great promise for further advancement of the nanozyme-involved biochemical sensing field. To understand the progress in such an exciting field, here we offer a review of nanozymes with multiple catalytic activities and their analytical application prospects. The main types of enzyme-mimetic activities are first introduced, followed by a summary of current strategies that can be employed to design multi-activity nanozymes. In particular, typical materials with at least two enzyme-like activities are reviewed. Finally, opportunities for multi-activity nanozymes applied in the sensing field are discussed, and potential challenges are also presented, to better guide the development of analytical methods and sensors using nanozymes with different catalytic features.