As next-generation artificial enzymes, nanozymes have shown great promise for tumor catalytic therapy. In particular, their peroxidase-like activity has been employed to catalyze hydrogen peroxide (H<sub>2</sub>O<sub>2</sub>) to produce highly toxic hydroxyl radicals (<sup>•</sup>OH) to kill tumor cells. However, limited by the low affinity between nanozymes with H<sub>2</sub>O<sub>2</sub> and the low level of H<sub>2</sub>O<sub>2</sub> in the tumor microenvironment, peroxidase nanozymes usually produced insufficient <sup>•</sup>OH to kill tumor cells for therapeutic purposes. Herein, we present a pyrite peroxidase nanozyme with ultrahigh H<sub>2</sub>O<sub>2</sub> affinity, resulting in a 4144- and 3086-fold increase of catalytic activity compared with that of classical Fe<sub>3</sub>O<sub>4</sub> nanozyme and natural horseradish peroxidase, respectively. We found that the pyrite nanozyme also possesses intrinsic glutathione oxidase-like activity, which catalyzes the oxidation of reduced glutathione accompanied by H<sub>2</sub>O<sub>2</sub> generation. Thus, the dual-activity pyrite nanozyme constitutes a self-cascade platform to generate abundant <sup>•</sup>OH and deplete reduced glutathione, which induces apoptosis as well as ferroptosis of tumor cells. Consequently, it killed apoptosis-resistant tumor cells harboring KRAS mutation by inducing ferroptosis. The pyrite nanozyme also exhibited favorable tumor-specific cytotoxicity and biodegradability to ensure its biosafety. These results indicate that the high-performance pyrite nanozyme is an effective therapeutic reagent and may aid the development of nanozyme-based tumor catalytic therapy.