Cold exposure (CE) therapy can quickly induce tumor starvation by brown adipose tissue (BAT) thermogenesis. Exploring the combined antitumor mechanism of CE and traditional therapies (such as radiotherapy (RT)) is exciting and promising. In this study, we investigated the effect of CE in combination with nitric oxide (NO) gas therapy on sensitizing tumors to RT and promoting tumor radio-immunotherapy. We first constructed a liposome (SL) loaded with the NO prodrug S-nitroso-N-acetylpenicillamine (SNAP). When SL is injected, the glutathione (GSH) within the tumor region promotes the release of NO from SNAP. Subsequently, the superoxide anion produced by RT reacts with NO to generate peroxynitrite (ONOO-), which has strong oxidative properties and induces cell death. Meanwhile, the mice were exposed to a CE environment of 4 °C. CE-mediated BAT thermogenesis induced tumor starvation, which led to a decrease in ATP and GSH content within the tumor as well as an improvement in the hypoxic microenvironment and a decrease in myeloid-derived suppressor cells. All of the above have promoted the effectiveness of RT and activated the systemic antitumor immunity. In the bilateral tumor experiment, treatment of the primary tumor inhibited the growth of the distant tumor and promoted the infiltration of CD8+ T cells into the tumor. These findings reveal that the synergy of CE, NO gas therapy, and RT could confer high effective anticancer effects, providing possibilities in personalized cancer treatment.