Nanozymes have shown promising potential in disease treatment owing to the advantages of low‐cost, facile fabrication, and high stability. However, the highly complex tumor microenvironment (TME) and inherent low catalytic activity severely restrict the clinical applications of nanozymes. Herein, a novel mild hyperthermia‐enhanced nanocatalytic therapy platform based on Z‐scheme heterojunction nanozymes by depositing N‐doped carbon dots (CDs) onto Nb2C nanosheets is constructed. CD@Nb2C nanozymes not only display outstanding photothermal effects in the safe and efficient NIR‐II window but also possess triple enzyme‐mimic activities to obtain amplified ROS levels. The triple enzyme‐mimic activities and NIR‐II photothermal properties of CD nanozymes are enhanced by the construction of Z‐scheme heterojunctions owing to the accelerated carrier transfer process. More importantly, the introduction of mild hyperthermia can further improve the peroxidase‐mimic and catalase‐mimic activities as well as the glGSH depletion abilities of CD@Nb2C nanozymes, thereby producing more ROS to efficiently inhibit tumor growth. The combined therapy effect of CD@Nb2C nanozymes through mild NIR‐II photothermal‐enhanced nanocatalytic therapy can achieve complete tumor eradication. This work highlights the efficient tumor therapy potential of heterojunction nanozymes. A mild hyperthermia‐enhanced nanocatalytic therapy platform from single‐component CDs is constructed. To further improve the multi‐enzyme mimetic activities and photothermal effects, Nb2C nanosheets as a carrier and a supplementary NIR‐II photothermal agent are utilized to load NIR‐II‐responsive CD nanozymes for the fabrication of CD@Nb2C Z‐scheme heterojunctions. Complete tumor eradication is achieved through mild NIR‐II photothermal‐enhanced nanocatalytic therapy.