Enzyme catalysis plays a fundamental role in biological systems, particularly in multienzyme cascade reactions that achieve efficient and precise transformation of complex substrates through synergistic cooperation. These cascades exemplify the high-level division of labor and ordered regulation intrinsic to natural catalytic networks. Inspired by such biological systems, nanozymes, which are artificial catalytic materials that combine the physicochemical properties of nanomaterials with enzyme-like activities, have emerged as a promising platform for constructing multistep catalytic processes. Among them, cascade catalytic nanozymes integrate multiple active sites at the nanoscale, enabling efficient substrate channeling and sequential conversion within a single platform. This review systematically summarizes the design principles and core strategies for cascade catalytic nanozymes, including the integration of catalytic centers, optimization of spatial structure-activity relationships, and regulation via microenvironmental responsiveness. Representative classes of classic cascade reaction systems are also discussed, highlighting their specific catalytic pathways and application scenarios. Furthermore, we present recent advances in the biomedical applications of cascade catalytic nanozymes, including cancer therapy, metabolic disorders, neurodegenerative diseases, and more. By comprehensively analyzing their catalytic mechanisms, functional advantages, and translational potential, this review aims to provide theoretical insights and practical guidance for the rational design and clinical translation of cascade catalytic nanozymes.