The convenient and effective detection of toxins is urgently demanded for food security and human health. Herein, based on the catalytic activity of mimetic peroxidase from the Cu2O@Fe(OH)3 yolk-shell nanocages, a dual-modal multi-colorimetric and ratiometric fluorescence immunosensor for the sensitive detection of ochratoxin A (OTA) was successfully developed. For the multi-colorimetric detection, H2O2 can be effectively decomposed by Cu2O@Fe(OH)3 to form ·OH groups, thus Au nanorods (Au NRs) can be etched to exhibit vivid color variations and localized surface plasmon resonance (LSPR) shifts. For the ratiometric fluorescence detection, o-phenylenediamine was oxidized by Cu2O@Fe(OH)3 to form 2,3-diaminophenazine (DAP) in the presence of H2O2. Interestingly, the exogenous fluorescence signal source of carbon dots can be quenched by DAP via inner filter effect, while a new emission peak at 563 nm can be discovered, forming a ratiometric fluorescence signal. Due to the independent signals and mutual confirmation, the performance of the dual-modal immunosensor for the detection of OTA was significantly improved, where a broad linear range from 1 ng/L to 10 μg/L with a detection limit of 0.56 ng/L (S/N = 3) was achieved. The sensing strategy was also used to monitor OTA in millet and lake water samples with a satisfied performance.