The development of multifunctional biomimetic nanozymes with high catalytic activity and sensitive response is rapidly advancing. The hollow nanostructures, including metal hydroxides, metal-organic frameworks, and metallic oxides, possess excellent loading capacity and a high surface area-to-mass ratio. This characteristic allows for the exposure of more active sites and reaction channels, resulting in enhanced catalytic activity of nanozymes. In this work, based on the coordinating etching principle, a facile template-assisted strategy for synthesizing Fe(OH)3nanocages by using Cu2O nanocubes as the precursors was proposed. The unique three-dimensional structure of Fe(OH)3nanocages endows it with excellent catalytic activity. Herein, in the light of Fe(OH)3-induced biomimetic nanozyme catalyzed reactions, a self-tuning dual-mode fluorescence and colorimetric immunoassay was successfully constructed for ochratoxin A (OTA) detection. For the colorimetric signal, 2,2′-azino-bis (3-ethylbenzothiazoline-6-sulfonic acid) diammonium salt (ABTS) can be oxidized by Fe(OH)3nanocages to form a color response that can be preliminarily identified by the human eye. For the fluorescence signal, the fluorescence intensity of 4-chloro-1-naphthol (4-CN) can be quantitatively quenched by the valence transition of Ferric ion in Fe(OH)3nanocages. Due to the significant self-calibration, the performance of the self-tuning strategy for OTA detection was substantially enhanced. Under the optimized conditions, the developed dual-mode platform accomplishes a wide range of 1 ng/L to 5 μg/L with a detection limit of 0.68 ng/L (S/N = 3). This work not only develops a facile strategy for the synthesis of highly active peroxidase-like nanozyme but also achieves promising sensing platform for OTA detection in actual samples.