Here, we report Fe-based single-atom nanozymes, which were fabricated by embedding Fe atoms into N-doped hollow carbon spheres. The nanozymes (FeSA-HNCSB) exhibit the efficient catalytic generation of ROS in the tumor microenvironment (TME). They possess multiple enzyme-mimicking activities, including catalase-like, oxidase-like, and peroxidase-like activities. Furthermore, the FeSA-HNCSB nanozymes also exhibit good photothermal conversion efficiency in the near-infrared (NIR) region, making them potential candidates for photothermal therapy (PTT) and photothermal-enhanced catalytic therapy. This work provides a new paradigm for integrating parallel catalytic therapy and PTT to improve the effectiveness of tumor treatment.