Emerging nanomaterials such as nanozymes have recently been applied for the immunoassay-based detection of biomarkers. However, the inferior catalytic activity and low water solubility of nanozymes remain as the major limitations compared to natural enzymes. To overcome these limitations, we successfully synthesized a superior nanozyme with a structure of enriched 2D catalytic interface, namely Nanozyme Nest, which was composed of Fe-based metal–organic frameworks (Fe-MOF) and graphene oxide (GO). Then, we applied it in an ultrasensitive enzyme-linked immunosorbent assay (ELISA) for the detection of benzo­a­pyrene-7,8-diol 9,10-epoxide–DNA adduct (BPDE–DNA), which is a metabolite of benzo­a­pyrene (BP) and used as a typical biomarker of woodsmoke exposure in human blood. The Nanozyme Nest features amplified peroxidase-like catalytic ability from graphene and Fe-MOF due to their large surface area and abundant active sites. By using the proposed Nanozyme Nest-based ultrasensitive ELISA, the BPDE–DNA could be detected at a level as low as 0.268 ng/mL, and the obtained sensitivity was much higher than most of the widely used methods. Our work provides a novel strategy to design ultrasensitive immunosensors with advantages of amplified catalytic activity and improved water solubility compared to classic nanozymes. This illustrates the promising applications of the Nanozyme Nest-based immunosensors in point-of-care settings to conveniently detect exposures and diagnose diseases.