Immune checkpoint blockade therapy has made great strides in cancer treatment, but conventional immune checkpoint blockade antibodies often lead to overactivation of the immune system and severe immune-related adverse effects. Herein, we report the design of a nanomedicine (denoted as CPD@M−TDN) based on multifunctional tetrahedral DNA nanostructures (M−TDN). In this system, a bimetallic metal–organic framework (Cu/ZIF-8) is synthesized as the core; doxorubicin-loaded polydopamine acts as a shell to reduce the immunogenicity of the nanomaterials in peripheral blood. Finally, the CpG oligodeoxynucleotides and PD-L1 aptamer-based M−TDN are coupled to the core–shell structure nanomedicine through the biotin-avidin-system. Under the acidic tumor microenvironment, the decomposition of Cu/ZIF-8 and the release of copper ions and doxorubicin can lead to immunogenic death of tumor cells through chemodynamic/chemotherapy. Furthermore, the M−TDN has the dual effects of weakening the immunosuppressive microenvironment with PD-L1 aptamer and promoting dendritic cell activation with the immunostimulant CpG. Overall, the developed CPD@M−TDN can effectively enhance the response rate to immunotherapy and has excellent potential in the field of integrated tumor treatment.