Cell-free DNA (cfDNA), reactive oxygen species (ROS), and pro-inflammatory cytokines interplay to form a self-amplified inflammatory cascade in autoimmune diseases (AIDs), accounting for the limited efficacy of single-target therapeutic modalities. Herein, biomimetic nanoparticles (NPs), constructed from macrophage membrane (RM)-coated cerium oxide (CeO2), are developed to concurrently scavenge multiple inflammatory mediators for AID management. Upon systemic administration, the NPs feature long blood circulation and targeted accumulation at the inflamed site. In the inflammatory microenvironment, RM with abundant cytokine receptors neutralizes varieties of pro-inflammatory cytokines, and CeO2 with nuclease- and antioxidase-like activities scavenges multiple types of ROS. In addition, O2 bubbles generated from CeO2-catalyzed H2O2 decomposition foster membrane shedding and subsequent CeO2 exposure for effective cfDNA cleavage. Thus, the NPs effectively interrupt the inflammatory cycle and promote tissue repair in mouse models of AIDs including rheumatoid arthritis and autoimmune hepatitis. This study provides an effective mechanism for the multi-target management of inflammation, which holds profound implications for the treatment of AIDs.