CpG oligodeoxynucleotides (ODNs) activate TLR9 and show immunostimulatory activity, which are promising in immunotherapy. However, delivery of CpG ODNs into target immune cells and simultaneously tracing their intracellular dynamic process remain a big challenge. Graphitic carbon nitride (GCN) has gained increasing interest in biomedical areas due to its advantageous physicochemical properties, especially its unique optical characteristics. Herein, a multifunctional CpG ODN delivery system was developed utilizing chitosan (CS)-functionalized ultrathin GCN nanosheets (GCNNs). The ultrathin GCNNs with a thickness of about 0.6 nm were synthesized by acid etching and exfoliating the bulk GCN. CS-GCNNs showed no cytotoxicity while exhibiting efficient CpG ODN loading. CS-GCNNs notably increased the cellular uptake of the CpG ODN pathway and thus triggered enhanced immunostimulation. More importantly, CS-GCNNs exhibited adjuvant activity and could stably trace the process of CpG ODN delivery by cell imaging benefiting from their outstanding photoluminescent properties. Taken together, our findings provide an efficient and traceable platform for immunotherapy.