Nanozyme, with enzyme-mimicking activity and excellent stability, has attracted extensive attention. However, some inherent disadvantages, including poor dispersion, low selectivity, and insufficient peroxidase-like activity, still limit its further development. Therefore, an innovative bioconjugation of a nanozyme and natural enzyme was conducted. In the presence of graphene oxide (GO), histidine magnetic nanoparticles (H-FeO) were first synthesized by a solvothermal method. The GO-supported H-FeO (GO@H-FeO) exhibited superior dispersity and biocompatibility because GO was the carrier and possessed outstanding peroxidase-like activity because of the introduction of histidine. Furthermore, the mechanism of the peroxidase-like activity of GO@H-FeO was the generation of •OH. Uric acid oxidase (UAO) was selected as the model natural enzyme and covalently linked to GO@H-FeO with hydrophilic poly(ethylene glycol) as a linker. UAO could specifically catalyze the oxidation of uric acid (UA) to generate HO, and subsequently, the newly produced HO oxidized the colorless 3,3',5,5'-tetramethylbenzidine (TMB) to blue ox-TMB under the catalysis of GO@H-FeO. Based on the above cascade reaction, the GO@H-FeO-linked UAO (GHFU) and GO@H-FeO-linked ChOx (GHFC) were used for the detection of UA in serum samples and cholesterol (CS) in milk, respectively. The method based on GHFU exhibited a wide detection range (5-800 μM) and a low detection limit (1.5 μM) for UA, and the method based on GHFC exhibited a wide detection range (4-400 μM) and a low detection limit (1.13 μM) for CS. These results demonstrated that the proposed strategy had great potential in the field of clinical detection and food safety.