Cold exposure therapy (CE), as an inexpensive method, has shown great potential in cancer therapy. Exploring the combined anti-tumor mechanism of CE and traditional therapies (such as photodynamic therapy (PDT)) is exciting and promising. Here, we have designed a bionic type I aggregation-induced emission photosensitizer system (named THL) for combined CE to explore the mechanism of combined therapy and enhance anti-tumor immune research. THL inherits the homologous targeting ability of tumor derived exosomes, promoting the enrichment of THL at the tumor site. Under external illumination, THL generates hydroxyl radicals and superoxide anions through type I PDT. In addition, mice were pretreated with cold exposure, which reduced the glucose and glutathione and enhanced THL mediated PDT and reactive oxygen species (ROS) generation. The results of experiments indicated this combination therapy increased production of ROS within the tumor, inhibited the growth of distant tumors, recurrent and rechallenged tumors and increased the number of cytotoxic CD8+T and memory T cells. Compared to PDT alone, combination therapy has shown greater advantages in tumor immunotherapy. The combination therapy strategy we designed has opened up a new paradigm of PDT and CE and provided new ideas for cancer immunotherapy.