A multi-functional single-Fe-atom nanozyme (Fe-SAzyme) is designed, integrating the near-infrared photothermal property, the ability to carry chemoagent (doxorubicin - DOX), and nanocatalytic activities mimicking peroxidase, oxidase, and glutathione oxidase. The nanocatalytic activities act cooperatively to effectively produce cytotoxic radicals in the tumor microenvironment (TME), thereby leading to ferroptosis of cancer cells. The photothermal effect not only enhances the nanocatalytic therapy but also enables photothermal therapy. And release of DOX upon triggering by TME and the Fe-SAzyme activities enables chemotherapy to induce apoptosis of cancer cells. Such targeted and synergistic multi-modality treatment achieves complete tumor elimination without obvious side effects. Further, the underlying working mechanism is carefully revealed both theoretically and experimentally.