Single-atom nanozymes (SAzymes) with atomically dispersed active sites are potential substitutes for natural enzymes. A systematic study of its multiple functions can in-depth understand SAzymes's nature, which remains elusive. Here, we develop a novel ultrafast synthesis of sputtered SAzymes by in situ bombarding-embedding technique. Using this method, sputtered copper (Cu) SAzymes (CuSA) is developed with unreported unique planar Cu-C coordinated configuration. To enhance the tumor-specific targeting, we employ a bioorthogonal approach to engineer CuSA, denoted as CuSACO. CuSACO not only exhibits minimal off-target toxicity but also possesses exceptional ultrahigh catalase-, oxidase-, peroxidase-like multienzyme activities, resulting in reactive oxygen species (ROS) storm generation for effective tumor destruction. Surprisingly, CuSACO can release Cu ions in the presence of glutathione (GSH) to induce cuproptosis, enhancing the tumor treatment efficacy. Notably, CuSACO's remarkable photothermal properties enables precise photothermal therapy (PTT) on tumors. This, combined with nanozyme catalytic activities, cuproptosis and immunotherapy, efficiently inhibiting the growth of orthotopic breast tumors and gliomas, and lung metastasis. Our research highlights the potential of CuSACO as an innovative strategy to utilize multiple mechanism to enhance tumor therapeutic efficacy, broadening the exploration and development of enzyme-like behavior and physiological mechanism of action of SAzymes.