Ferroptosis, an iron- and reactive oxygen species (ROS)-dependent cell death, holds significant promise for tumor therapy due to its ability to induce lipid peroxidation (LPO) and trigger antitumor immune responses. However, elevated cholesterol levels in cancer cells impede ferroptosis and compromise immune function. Here, a novel nanozyme, Fe-MOF/CP, composed of iron metal-organic framework (Fe-MOF) nanoparticles loaded with cholesterol oxidase and PEGylation for integrated ferroptosis and immunotherapy is introduced. Fe-MOF/CP depletes cholesterol and generates hydrogen peroxide, enhancing ROS levels and inducing LPO, thereby promoting ferroptosis. This process disrupts lipid raft integrity and downregulates glutathione peroxidase 4 and ferroptosis suppressor protein 1, further facilitating ferroptosis. Concurrently, Fe-MOF/CP augments immunogenic cell death, reduces programmed death-ligand 1 expression, and revitalizes exhausted CD8 T cells. In vivo studies demonstrate significant therapeutic efficacy in abscopal, metastasis, and recurrent tumor models, highlighting the robust antitumor immune responses elicited by Fe-MOF/CP. This study underscores the potential of Fe-MOF/CP as a multifunctional therapeutic agent that combines ferroptosis and immunotherapy, offering a promising strategy for effective and durable cancer treatment.