Nanozymes are a class of nanomaterials that possess catalytic functions similar to those of natural enzymes. Due to their tunable catalytic activity and unique nanoscale properties, these materials exhibit significant potential for applications in biomedical diagnostics, industrial catalysis, and environmental remediation. However, the marked heterogeneity in their catalytic performance and complex multidimensional structure-activity relationships pose challenges to traditional trial-and-error experimental paradigms, which suffer from low efficiency in rational design and prolonged development cycles. With the rapid advancement of artificial intelligence (AI) technologies, nanozyme research is undergoing a transformative shift from empirical exploration to a fourth-generation research paradigm characterized by "data-driven and theory-computing" approaches. Here, the deep integration of machine learning (ML) is reshaping the entire nanozyme research and development workflow, offering new opportunities for rational design and intelligent applications. This review begins by systematically introducing the fundamental classifications and algorithmic principles of ML, elucidating its technical advantages in nanozyme research, and proposing a universal ML-assisted research framework tailored to the unique challenges of nanozyme studies. Through representative case studies, we delve into groundbreaking advancements in the use of ML in predicting catalytic activity, optimizing structures, and enabling smart applications of nanozymes. Finally, we address critical challenges in current ML-assisted nanozyme research-such as data quality and model interpretability-and propose future optimization strategies to advance nanozyme studies toward greater efficiency, precision, and intelligence, aiming to provide novel insights for paradigm innovation in materials science, fostering the evolution of next-generation research methodologies.