Therapeutic vaccine becomes a promising strategy to fight cancer by enhancing and sustaining specific anti-tumor immune responses. However, its efficacy is often impeded by low immunogenicity, the immunosuppressive tumor microenvironment (TME), and immune-related adverse events. Herein, we introduce 1-tetradecanol (TD)-wrapped, CpG-loaded porous Prussian blue nanoparticles (pPBNPs-CpG@TD) as a nanoimmunomodulator to initiate photothermal-induced immunogenic cell death (ICD) and photothermal-responsive release of CpG for augmenting the ICD effect. It was revealed that the dual-photothermal action significantly potentiated the in situ anti-tumor vaccine-like immunotherapy in terms of enhanced immunogenicity, promoted dendritic cell maturation, and increased T lymphocyte infiltration, consequently eliciting a robust immune response for inhibiting both primary and rechallenge tumors on a subcutaneous 4T1 tumor-bearing mouse model. The development and use of photoactive nanoimmunomodulators represents a novel and effective strategy to boost immunogenicity and counteract immunosuppressive TME, marking a significant advancement in the realm of ICD-driven in situ anti-tumor vaccine-like immunotherapy.