We report on the nanoparticles composed of the catalytically synthesized Prussian Blue (PB) core stabilized with the nickel hexacyanoferrate (NiHCF) shell. Catalyzing hydrogen peroxide reduction, the resulting nanozymes (ø = 66 nm) display catalytic rate constants, which for pyrogallol or ferrocyanide are, respectively, 25 and 35 times higher than those for peroxidase enzyme. After more than half a year of storage at a room temperature, the core-shell PB-NiHCF nanozymes retain both their size and physicochemical properties; such stability is unreachable for the enzymes. Being immobilized, core-shell PB-NiHCF nanozymes (ø = 45 nm) result in a hydrogen peroxide sensor with a sensitivity similar to that of the sensor based on sole PB nanoparticles. However, whereas the latter response in hard inactivating conditions (25 min in 1 mM H2O2) drops down to 7.5%, the PB-NiHCF nanozymes-based sensor retains >75% of initial sensitivity. Application of the core-shell PB-NiHCF nanozymes "artificial peroxidase" would obviously open new horizons in elaboration of anti-inflammatory drugs and (bio)sensors.