Various unique spatial structures are often found in the enzymes of biological systems. From the consideration of bionics, it is challenging but meaningful to design nanozymes with distinctive structures to enhance their bioactivities. To explore the relationship between the structure and activity of nanozymes, in this work, a special structural nanoreactor, namely small pore black TiO2 coated/doped large pore Fe3O4 (TiO2/-Fe3O4) loaded with lactate oxidase (LOD), was constructed for chemodynamic and photothermal synergistic therapy. Specifically, LOD loaded on the surface of the TiO2/-Fe3O4 nanozyme alleviates the low level of H2O2 in the tumour microenvironment (TME); the black TiO2 shell with multiple pinhole channels and a large specific surface area not only facilitates LOD loading, but also enhances the affinity of the nanozyme for H2O2; H2O2 is continuously enriched on the surface of the TiO2/-Fe3O4 nanozyme and transmitted to mesoporous Fe3O4, in turn efficiently producing abundant toxic hydroxyl radicals (˙OH) for chemodynamic therapy. Meanwhile, the TiO2/-Fe3O4 nanozyme under 1120 nm laser irradiation has excellent photothermal conversion efficiency (η = 41.9%), and further accelerates the production of ˙OH for amplifying the chemodynamic therapy efficiency. This self-cascading, special structure nanozyme provides a novel strategy for application in highly efficient tumour synergetic therapy.