By virtue of its high sensitivity and rapidity, Fenton reaction has been demonstrated as a powerful tool for in vitro biochemical analysis; however, in vivo applications of Fenton reaction still remain to be exploited. Herein, we report, for the first time, the design, formation and testing of Fenton reaction for in vivo fluorescence imaging of hydrogen peroxide (H2O2). To realize in vivo fluorescence imaging of H2O2 via Fenton reaction, a functional nanosphere, Fc@MSN-FDNA/PTAD, is fabricated from mesoporous silica nanoparticle (MSN), a Fenton reagent of ferrocene (Fc), ROX-labeled DNA (FDNA), and a cationic perylene derivative (PTAD). The ferrocene molecules are locked in the pore entrances of MSN, and exterior of MSN is covalently immobilized with FDNA. As a key part, PTAD acts as not only the gatekeeper of MSN but also the efficient quencher of ROX. H2O2 can permeate into the nanosphere and react with ferrocene to product hydroxyl radical (·OH) via Fenton reaction, which cleaves FDNA to detach ROX from PTAD, thus in turn, lights the ROX fluorescence. Under physiological condition, H2O2 can be determined from 5.0 nM to 1.0 μM with a detection limit of 2.4 nM. Because of the rapid kinetics of Fenton reaction and high specificity for H2O2, the proposed method meets the requirement for real applications. The feasibility of Fc@MSN-FDNA/PTAD for in vivo applications is demonstrated for fluorescence imaging of exogenous and endogenous H2O2 in cells and mice. We expect that this work will not only contribute to the H2O2-releated studies but also open up a new way to exploit in vivo Fenton reaction for biochemical research.