Although photothermal-immunotherapy has emerged as a promising strategy to treat malignant tumor, unexpected thermal damage, continuous tumor migration and immunosuppressive microenvironment still limit its application. To improve the therapeutic efficacy, two types of engineered gold nanoparticles (SNAs@CCM and SNA2@CCM-Man) were fabricated. The SNAs@CCM are cancer cell membrane (CCM, tumor targeting agent) coated spherical nucleic acids (SNAs, miR-21 catcher and photothermal agent). The SNAs contained two types (SNA1 and SNA2), which are gold nanoparticles grafted with the first half and second half of anti-miR-21 oligonucleotide, respectively. The SNA2@CCM-Man are CCM coated SNA2 (miR-21 catcher) in which the CCM was functionalized by mannose (Man, macrophage targeting agent). These nanoparticles were expected to not only perform miR-21 dependent photothermal-immunotherapy in tumor cells to precisely damage primary tumor and activate the anti-tumor immune response against metastatic tumor, but also restrain the miR-21 expression in tumor-associated M2-type macrophages to promote their polarization to tumor-suppressed M1-type macrophages for on-demand manipulation of immunosuppressive microenvironment avoiding immune escape. After injection, the SNAs@CCM and SNA2@CCM-Man would respectively internalize by tumor cells and M2-type macrophages via homologous targeting of cancer cell membranes and receptor-ligand interactions of mannose. Upon entry into tumor cells, the SNAs specifically hybridized with the over-expressed miR-21 in these cells, thereby silencing the oncogenic miR-21 and leading to significant intracellular aggregation of SNAs. These aggregated SNAs not only served as miR-21 catcher, but performed a strong absorption in the near-infrared region acting as in situ photothermal agents. Under NIR irradiation, these photothermal agents enable highly selective photothermal-immunotherapy, inducing the immunogenic death of primary tumors and subsequent anti-tumor immune responses via the maturation of dendritic cells (DCs) and activation of T cells. Moreover, the miR-21 plunder process also effectively inhibited the migration of tumor cells to further enhance the therapeutic efficacy. Simultaneously, the similar miR-21 capture process mediated by SNA2 in M2 macrophages continuously induced macrophage polarization towards the anti-tumor M1 type, which was able to reverse the immunosuppressive microenvironment in tumor tissue to avoid immune escape and enhance immunotherapy. Both in vivo and in vitro experiments demonstrated that our nanoparticles could inhibit the primary tumor and its metastasis through miR-21-dependent photothermal immune activation and directional polarization of macrophages, providing a promising strategy for on-demand synchronous modulation of tumor cells and immune cells in tumor tissues for better malignant tumor therapy.