Prussian blue nanozymes possessing peroxidase-like activity gather significant attention as alternatives to natural enzymes in therapy, biosensing, and environmental remediation. Recently, Prussian blue nanoparticles with enhanced catalytic activity prepared by reduction of FeCl3/K3[Fe(CN)6] mixture have been reported. These nanoparticles were denoted as ‘artificial peroxidase’ nanozymes. Our study provides insights into the process of their synthesis. We studied how the size of nanozymes and synthesis yield can be controlled via adjustment of the synthesis conditions. Based on these results, we developed a reproducible and scalable method for the preparation of ‘artificial peroxidase’ with tunable sizes and enhanced catalytic activity. Nanozymes modified with gelatin shell and functionalized with affine molecules were applied as labels in colorimetric immunoassays of prostate-specific antigen and tetanus antibodies, enabling detection of these analytes in the range of clinically relevant concentrations. Protein coating provides excellent colloidal stability of nanozymes in physiological conditions and stability upon long-term storage.