The limited H2O2 level in tumor microenvironment (TEM) constrains the effect of chemodynamic therapy (CDT). Herein, Co-CeO2@PEG hollow nanospheres are synthesized for two strategies of H2O2-supply. By varying hydrothermal times, hollow Co-CeO2 nanospheres (∼55nm) are prepared derived from Ostwald ripening. Under ultrasound (US) irradiation, reactive oxygen species (ROS) are generated due to cavitation effect. ESR and capturing experiments reveal the US energy transfer (1O2) and US-generated electrons/dissolved O2 (H2O2) to determine ROS production. The doping of Co increases oxygen vacancy, which is in favor of O2 adsorption and ROS generation. Both density functional theory (DFT) calculation and experimental measurement reveal the decreased band gap of Co-CeO2. The emerging new energy band improves the separation/transfer of electron-hole and ROS production. Besides, hollow structure is significant to introduce extra cavitation nucleus, promoting cavitation effect and ROS generation. Furthermore, Co-CeO2@PEG nanospheres reveal glucose oxidase (GOx) activity, which not only can consume endogenous glucose to introduce starvation therapy but also to produce H2O2. The above two ways can realize intracellular H2O2 replenishment. In addition, Co-CeO2@PEG also show mimic peroxidase (POD) and catalase (CAT) behavior to introduce CDT and O2-supplementation. In comparison with pure CeO2@PEG, the greater nanozyme activity of Co-CeO2@PEG is ascribed to the lower resistance of charge transfer that is further testified by DFT and electrochemical analysis. Synergetic CDT/starvation/sonodynamic therapy (SDT) reveals noteworthy anticancer efficiency and also arouses immune response for metastasis inhibition.